+424.6%
ETSY vs WWD
+498.2%
-73.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.2% |
| 7D | -4.9% | -2.6% | -2.3% | -4.0% |
| 30D | -8.6% | -6.9% | -1.7% | -6.6% |
| 3M | +4.8% | -13.0% | +17.8% | +9.2% |
| 6M | +38.1% | -12.5% | +50.5% | +42.3% |
| YTD | +31.2% | +11.8% | +19.4% | +23.2% |
| 1Y | +22.1% | +41.1% | -19.0% | +4.6% |
| 3Y | +12.2% | +163.1% | -150.8% | -25.9% |
| 5Y | -66.5% | +187.6% | -254.1% | -79.0% |
| All | +424.6% | +498.2% | -73.6% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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