+326.4%
WM vs ETR
+369.0%
-42.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.2% | +2.6% | -1.4% | +0.1% |
| 30D | +13.7% | +8.7% | +5.0% | +9.8% |
| 3M | +5.2% | +6.4% | -1.1% | +2.5% |
| 6M | +11.2% | +0.7% | +10.5% | +10.6% |
| YTD | +9.4% | +23.0% | -13.6% | -0.3% |
| 1Y | +20.4% | +17.9% | +2.5% | +11.6% |
| 3Y | +44.7% | +154.9% | -110.2% | -6.4% |
| 5Y | +58.5% | +157.3% | -98.8% | +0.5% |
| 10Y | +326.4% | +373.4% | -47.0% | +127.6% |
| All | +326.4% | +369.0% | -42.6% | +127.6% |
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