+137.3%
ETSY vs WSM
+665.7%
-528.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -12.9% | +2.6% | -15.5% | -14.0% |
| 30D | -11.5% | -9.3% | -2.2% | -7.7% |
| 3M | +3.5% | +7.1% | -3.6% | +0.1% |
| 6M | +27.6% | +21.7% | +5.9% | +16.0% |
| YTD | +28.4% | +28.7% | -0.3% | +13.5% |
| 1Y | +27.1% | +13.9% | +13.2% | +18.1% |
| 3Y | +6.0% | +232.2% | -226.1% | -47.0% |
| 5Y | -67.1% | +176.4% | -243.5% | -82.4% |
| 10Y | +421.9% | +1,072.4% | -650.5% | +44.4% |
| All | +137.3% | +665.7% | -528.4% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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