+46.2%
WM vs ETR
+146.5%
-100.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +13.1% | +7.5% | +5.5% | +11.0% |
| 3M | +3.6% | +4.4% | -0.8% | +2.4% |
| 6M | +8.1% | -1.5% | +9.6% | +8.4% |
| YTD | +8.9% | +21.8% | -12.9% | +3.5% |
| 1Y | +20.3% | +18.4% | +1.9% | +15.1% |
| 3Y | +46.2% | +148.5% | -102.4% | +18.9% |
| All | +46.2% | +146.5% | -100.3% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling