+324.8%
WM vs ETR
+374.5%
-49.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +13.8% | +7.7% | +6.1% | +10.4% |
| 3M | +6.4% | +5.7% | +0.7% | +3.9% |
| 6M | +13.2% | -0.3% | +13.5% | +13.1% |
| YTD | +10.8% | +23.4% | -12.6% | +0.8% |
| 1Y | +20.2% | +18.5% | +1.7% | +11.2% |
| 3Y | +46.5% | +155.6% | -109.1% | -5.4% |
| 5Y | +61.3% | +158.7% | -97.4% | +2.0% |
| 10Y | +324.8% | +377.8% | -53.0% | +124.4% |
| All | +324.8% | +374.5% | -49.7% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling