+26,336.4%
WM vs ETR
+4,412.2%
+21,924.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -2.4% | +1.0% | -3.4% | -2.7% |
| 3M | +0.4% | -1.3% | +1.7% | +0.8% |
| 6M | -9.5% | +1.9% | -11.4% | -10.3% |
| YTD | +0.5% | +18.2% | -17.7% | -5.0% |
| 1Y | -1.1% | +24.7% | -25.8% | -8.2% |
| 3Y | +46.0% | +150.7% | -104.6% | +7.4% |
| 5Y | +51.8% | +127.0% | -75.2% | +14.4% |
| 10Y | +307.5% | +295.5% | +12.1% | +158.4% |
| All | +26,336.4% | +4,412.2% | +21,924.1% | +10,622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling