+1,814.9%
WAB vs ET
+1,435.7%
+379.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +1.7% | +0.4% | +1.2% | +1.5% |
| 30D | -2.4% | +6.9% | -9.3% | -4.5% |
| 3M | +9.7% | +13.1% | -3.4% | +5.3% |
| 6M | +16.5% | +18.7% | -2.2% | +10.0% |
| YTD | +33.7% | +37.4% | -3.7% | +20.4% |
| 1Y | +49.7% | +34.8% | +14.9% | +35.4% |
| 3Y | +170.9% | +96.8% | +74.1% | +116.6% |
| 5Y | +228.0% | +238.2% | -10.2% | +119.1% |
| 10Y | +284.8% | +159.4% | +125.4% | +155.3% |
| All | +1,814.9% | +1,435.7% | +379.2% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling