+424.6%
ETSY vs WU
-39.1%
+463.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.4% |
| 7D | -4.9% | -3.5% | -1.4% | -3.4% |
| 30D | -8.6% | -2.9% | -5.7% | -7.5% |
| 3M | +4.8% | -2.3% | +7.0% | +4.2% |
| 6M | +38.1% | -25.4% | +63.5% | +54.1% |
| YTD | +31.2% | -21.2% | +52.4% | +42.9% |
| 1Y | +22.1% | -8.9% | +31.0% | +23.5% |
| 3Y | +12.2% | -29.0% | +41.2% | +25.0% |
| 5Y | -66.5% | -50.7% | -15.7% | -57.2% |
| All | +424.6% | -39.1% | +463.7% | +458.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling