+302.9%
WM vs ET
+163.5%
+139.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -4.3% | +6.9% | -11.2% | -5.3% |
| 3M | +0.8% | +13.1% | -12.3% | -1.1% |
| 6M | -10.8% | +18.7% | -29.5% | -13.0% |
| YTD | -0.1% | +37.4% | -37.5% | -4.7% |
| 1Y | +1.0% | +34.8% | -33.8% | -3.5% |
| 3Y | +45.1% | +96.8% | -51.7% | +30.3% |
| 5Y | +52.1% | +238.2% | -186.1% | +25.2% |
| 10Y | +302.9% | +159.4% | +143.5% | +230.7% |
| All | +302.9% | +163.5% | +139.5% | +230.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling