+142.7%
ETSY vs WWD
+639.4%
-496.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.1% |
| 7D | -10.9% | +0.8% | -11.7% | -11.2% |
| 30D | -14.9% | -6.4% | -8.5% | -13.1% |
| 3M | +5.8% | -5.6% | +11.4% | +7.0% |
| 6M | +29.1% | -9.1% | +38.2% | +31.3% |
| YTD | +31.3% | +12.5% | +18.8% | +22.8% |
| 1Y | +25.1% | +41.3% | -16.2% | +6.5% |
| 3Y | +8.5% | +170.2% | -161.8% | -30.3% |
| 5Y | -66.1% | +192.5% | -258.6% | -79.2% |
| 10Y | +410.3% | +476.9% | -66.6% | +108.2% |
| All | +142.7% | +639.4% | -496.7% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling