+62.1%
WM vs ETR
+157.9%
-95.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.2% | +1.5% | -0.3% | +0.7% |
| 30D | +15.2% | +6.6% | +8.6% | +12.8% |
| 3M | +8.3% | +4.4% | +3.9% | +6.7% |
| 6M | +13.1% | -0.3% | +13.4% | +13.1% |
| YTD | +12.5% | +23.3% | -10.8% | +4.4% |
| 1Y | +21.8% | +18.9% | +2.9% | +14.3% |
| 3Y | +48.8% | +155.5% | -106.7% | +2.8% |
| All | +62.1% | +157.9% | -95.8% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling