+163.1%
ET vs WCC
+431.3%
-268.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +2.5% | +9.9% | -7.4% | -0.5% |
| 30D | -2.5% | -8.4% | +6.0% | -0.5% |
| 3M | -4.9% | -10.3% | +5.5% | -2.9% |
| 6M | -0.1% | -10.5% | +10.4% | +0.8% |
| YTD | +26.2% | +32.2% | -6.0% | +10.1% |
| 1Y | +25.2% | +25.5% | -0.4% | +10.7% |
| 3Y | +84.2% | +134.7% | -50.5% | +21.1% |
| 5Y | +216.1% | +139.9% | +76.1% | +90.9% |
| All | +163.1% | +431.3% | -268.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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