+21.8%
WM vs ET
+24.8%
-3.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +1.2% | +3.0% | -1.9% | +0.8% |
| 30D | +15.2% | -3.5% | +18.7% | +15.9% |
| 3M | +8.3% | -5.6% | +14.0% | +9.6% |
| 6M | +13.1% | +0.5% | +12.6% | +11.7% |
| YTD | +12.5% | +26.3% | -13.8% | +9.1% |
| 1Y | +21.8% | +25.7% | -3.9% | +18.3% |
| All | +21.8% | +24.8% | -3.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling