+176.1%
ET vs WCC
+518.6%
-342.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +1.3% |
| 7D | +1.4% | +1.7% | -0.3% | +0.8% |
| 30D | +4.6% | -6.1% | +10.6% | +6.3% |
| 3M | +16.0% | +3.1% | +13.0% | +13.4% |
| 6M | +22.8% | +28.2% | -5.4% | +10.1% |
| YTD | +38.9% | +41.1% | -2.2% | +19.6% |
| 1Y | +34.1% | +61.3% | -27.2% | +9.2% |
| 3Y | +98.8% | +123.6% | -24.8% | +33.8% |
| 5Y | +246.8% | +214.8% | +32.0% | +87.8% |
| All | +176.1% | +518.6% | -342.5% | -8.1% |
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