+328.7%
WM vs ETR
+356.9%
-28.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.5% | +1.7% | -2.2% | -1.2% |
| 30D | +13.3% | +8.7% | +4.6% | +9.5% |
| 3M | +4.4% | +4.9% | -0.5% | +2.2% |
| 6M | +10.8% | +0.8% | +10.0% | +10.2% |
| YTD | +9.1% | +23.1% | -14.1% | -0.6% |
| 1Y | +19.1% | +17.9% | +1.3% | +10.4% |
| 3Y | +45.7% | +154.5% | -108.9% | -5.7% |
| 5Y | +60.4% | +160.3% | -99.8% | +1.3% |
| 10Y | +328.7% | +366.9% | -38.2% | +131.0% |
| All | +328.7% | +356.9% | -28.2% | +131.0% |
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