+46.2%
WM vs ET
+73.7%
-27.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +1.2% | -7.9% | +9.1% | +2.4% |
| 30D | +13.1% | -5.9% | +19.0% | +14.0% |
| 3M | +3.6% | -5.2% | +8.9% | +4.3% |
| 6M | +8.1% | +0.3% | +7.8% | +7.7% |
| YTD | +8.9% | +23.1% | -14.2% | +5.3% |
| 1Y | +20.3% | +22.7% | -2.4% | +16.4% |
| 3Y | +46.2% | +75.4% | -29.2% | +34.9% |
| All | +46.2% | +73.7% | -27.5% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling