+9.7%
WAB vs ET
+12.4%
-2.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +1.7% | +0.4% | +1.2% | +1.6% |
| 30D | -2.4% | +6.9% | -9.3% | -2.6% |
| 3M | +9.7% | +13.1% | -3.4% | +10.6% |
| All | +9.7% | +12.4% | -2.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3mo: compounded portfolio wealth divided by compounded ET 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…
3mo analysis · Full analysis span regression · Available span rolling