+330.3%
WM vs ET
+160.8%
+169.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.8% |
| 30D | +13.0% | -2.5% | +15.5% | +13.3% |
| 3M | +9.2% | -4.9% | +14.1% | +9.9% |
| 6M | +13.6% | -0.1% | +13.7% | +13.5% |
| YTD | +12.4% | +26.2% | -13.8% | +8.4% |
| 1Y | +21.2% | +25.2% | -3.9% | +17.0% |
| 3Y | +48.7% | +84.2% | -35.5% | +34.6% |
| 5Y | +61.9% | +216.1% | -154.2% | +34.4% |
| All | +330.3% | +160.8% | +169.5% | +245.4% |
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 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