+142.5%
ETSY vs WTW
+185.1%
-42.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -4.9% | -5.7% | +0.8% | -1.6% |
| 30D | -8.6% | -7.3% | -1.4% | -4.5% |
| 3M | +4.8% | +21.5% | -16.7% | -6.7% |
| 6M | +38.1% | +9.6% | +28.5% | +29.9% |
| YTD | +31.2% | -3.3% | +34.5% | +31.8% |
| 1Y | +22.1% | -6.1% | +28.2% | +24.2% |
| 3Y | +12.2% | +61.8% | -49.6% | -20.4% |
| 5Y | -66.5% | +42.7% | -109.1% | -74.2% |
| 10Y | +433.4% | +197.2% | +236.2% | +136.4% |
| All | +142.5% | +185.1% | -42.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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