+163.1%
ET vs WCN
+322.1%
-158.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | +2.6% | -0.1% | +1.5% |
| 30D | -2.5% | +23.9% | -26.4% | -11.0% |
| 3M | -4.9% | +17.4% | -22.3% | -11.3% |
| 6M | -0.1% | +28.0% | -28.1% | -10.5% |
| YTD | +26.2% | +11.6% | +14.7% | +19.1% |
| 1Y | +25.2% | +16.9% | +8.3% | +15.5% |
| 3Y | +84.2% | +51.6% | +32.6% | +47.6% |
| 5Y | +216.1% | +48.0% | +168.1% | +152.2% |
| All | +163.1% | +322.1% | -158.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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