+424.6%
ETSY vs WY
+7.6%
+417.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.9% | -4.2% | -0.7% | -2.7% |
| 30D | -8.6% | -10.1% | +1.5% | -3.4% |
| 3M | +4.8% | -8.5% | +13.3% | +9.5% |
| 6M | +38.1% | -3.3% | +41.4% | +39.2% |
| YTD | +31.2% | -4.4% | +35.6% | +31.9% |
| 1Y | +22.1% | -11.5% | +33.6% | +28.0% |
| 3Y | +12.2% | -24.3% | +36.6% | +26.4% |
| 5Y | -66.5% | -21.3% | -45.2% | -61.9% |
| All | +424.6% | +7.6% | +417.0% | +361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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