+1,084.4%
WM vs ET
+1,435.0%
-350.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | -2.4% | +7.5% | -9.8% | -3.4% |
| 3M | +0.4% | +11.4% | -11.0% | -1.2% |
| 6M | -9.5% | +18.5% | -28.0% | -11.8% |
| YTD | +0.5% | +37.4% | -36.9% | -4.2% |
| 1Y | -1.1% | +30.9% | -32.0% | -5.1% |
| 3Y | +46.0% | +98.7% | -52.7% | +30.9% |
| 5Y | +51.8% | +230.7% | -178.9% | +25.0% |
| 10Y | +307.5% | +175.6% | +131.9% | +225.4% |
| All | +1,084.4% | +1,435.0% | -350.6% | +308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling