+142.7%
ETSY vs WPM
+811.0%
-668.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -10.9% | +7.0% | -17.9% | -12.0% |
| 30D | -14.9% | +15.7% | -30.6% | -17.3% |
| 3M | +5.8% | +35.2% | -29.4% | -0.4% |
| 6M | +29.1% | +6.1% | +23.0% | +26.3% |
| YTD | +31.3% | +32.6% | -1.2% | +22.1% |
| 1Y | +25.1% | +46.9% | -21.8% | +13.4% |
| 3Y | +8.5% | +276.3% | -267.8% | -20.2% |
| 5Y | -66.1% | +260.0% | -326.1% | -75.3% |
| 10Y | +410.3% | +508.5% | -98.2% | +245.2% |
| All | +142.7% | +811.0% | -668.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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