+326.4%
WM vs ET
+166.6%
+159.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | +1.2% | -1.9% | +3.0% | +1.4% |
| 30D | +13.7% | -3.1% | +16.7% | +14.1% |
| 3M | +5.2% | -3.9% | +9.1% | +5.7% |
| 6M | +11.2% | +4.0% | +7.2% | +10.4% |
| YTD | +9.4% | +26.4% | -17.0% | +5.5% |
| 1Y | +20.4% | +24.9% | -4.5% | +16.2% |
| 3Y | +44.7% | +85.2% | -40.5% | +30.8% |
| 5Y | +58.5% | +218.3% | -159.8% | +31.4% |
| 10Y | +326.4% | +172.0% | +154.4% | +239.9% |
| All | +326.4% | +166.6% | +159.8% | +239.9% |
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