+400.4%
WMT vs ETSY
+134.7%
+265.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | 0.0% | -4.9% | +4.9% | +0.3% |
| 30D | -7.4% | -8.6% | +1.2% | -7.0% |
| 3M | -10.9% | +4.8% | -15.6% | -11.2% |
| 6M | -12.7% | +38.1% | -50.8% | -14.5% |
| YTD | -3.2% | +31.2% | -34.5% | -5.2% |
| 1Y | +5.3% | +22.1% | -16.8% | +3.2% |
| 3Y | +101.9% | +12.2% | +89.6% | +96.4% |
| 5Y | +134.6% | -66.5% | +201.0% | +138.8% |
| 10Y | +440.4% | +433.4% | +6.9% | +381.1% |
| All | +400.4% | +134.7% | +265.7% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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