+218.3%
ET vs WCC
+145.3%
+73.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -1.9% | -9.9% | +8.1% | -0.1% |
| 30D | -3.1% | -13.4% | +10.3% | -0.8% |
| 3M | -3.9% | -13.5% | +9.6% | -1.9% |
| 6M | +4.0% | -10.6% | +14.6% | +4.8% |
| YTD | +26.4% | +30.1% | -3.7% | +16.1% |
| 1Y | +24.9% | +22.3% | +2.6% | +16.1% |
| 3Y | +85.2% | +130.3% | -45.1% | +41.0% |
| 5Y | +218.3% | +144.5% | +73.8% | +128.2% |
| All | +218.3% | +145.3% | +73.0% | +128.2% |
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