+59.7%
WM vs ET
+201.6%
-141.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +1.2% | -7.9% | +9.1% | +2.5% |
| 30D | +13.1% | -5.9% | +19.0% | +14.1% |
| 3M | +3.6% | -5.2% | +8.9% | +4.4% |
| 6M | +8.1% | +0.3% | +7.8% | +7.8% |
| YTD | +8.9% | +23.1% | -14.2% | +5.0% |
| 1Y | +20.3% | +22.7% | -2.4% | +16.0% |
| 3Y | +46.2% | +75.4% | -29.2% | +31.2% |
| All | +59.7% | +201.6% | -141.9% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling