+8.1%
WM vs ET
-1.1%
+9.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +1.2% | -7.9% | +9.1% | +2.2% |
| 30D | +13.1% | -5.9% | +19.0% | +14.1% |
| 3M | +3.6% | -5.2% | +8.9% | +3.6% |
| 6M | +8.1% | +0.3% | +7.8% | +4.0% |
| All | +8.1% | -1.1% | +9.2% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling