+137.3%
ETSY vs WCC
+410.3%
-273.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -12.9% | +6.8% | -19.7% | -14.7% |
| 30D | -11.5% | -3.0% | -8.4% | -11.1% |
| 3M | +3.5% | +0.2% | +3.3% | +2.0% |
| 6M | +27.6% | +33.2% | -5.5% | +13.6% |
| YTD | +28.4% | +45.8% | -17.4% | +10.5% |
| 1Y | +27.1% | +68.4% | -41.3% | +3.4% |
| 3Y | +6.0% | +131.1% | -125.1% | -26.0% |
| 5Y | -67.1% | +225.6% | -292.7% | -79.9% |
| 10Y | +421.9% | +534.2% | -112.2% | +124.8% |
| All | +137.3% | +410.3% | -273.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling