+137.3%
ETSY vs WU
-37.0%
+174.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.9% |
| 7D | -12.9% | -4.9% | -8.0% | -10.9% |
| 30D | -11.5% | -1.3% | -10.2% | -11.0% |
| 3M | +3.5% | -3.6% | +7.1% | +3.6% |
| 6M | +27.6% | -24.3% | +52.0% | +42.1% |
| YTD | +28.4% | -21.1% | +49.5% | +40.1% |
| 1Y | +27.1% | -10.3% | +37.4% | +29.4% |
| 3Y | +6.0% | -28.4% | +34.4% | +18.0% |
| 5Y | -67.1% | -51.2% | -15.9% | -57.3% |
| 10Y | +421.9% | -39.6% | +461.6% | +448.5% |
| All | +137.3% | -37.0% | +174.3% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling