+245.3%
ET vs WCC
+228.2%
+17.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +0.6% | +6.8% | -6.2% | -0.7% |
| 30D | +5.3% | -3.0% | +8.3% | +5.7% |
| 3M | +15.6% | +0.2% | +15.4% | +14.8% |
| 6M | +20.6% | +33.2% | -12.5% | +11.7% |
| YTD | +38.5% | +45.8% | -7.3% | +25.0% |
| 1Y | +35.7% | +68.4% | -32.7% | +17.5% |
| 3Y | +98.4% | +131.1% | -32.8% | +51.8% |
| 5Y | +245.3% | +225.6% | +19.7% | +121.6% |
| All | +245.3% | +228.2% | +17.1% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling