+173.8%
ET vs WCN
+235.9%
-62.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.2% | -3.1% | +3.3% | +1.6% |
| 30D | +2.9% | -3.4% | +6.3% | +4.3% |
| 3M | +16.8% | +3.0% | +13.8% | +15.0% |
| 6M | +18.9% | -3.8% | +22.6% | +20.1% |
| YTD | +37.7% | -8.3% | +46.0% | +41.5% |
| 1Y | +32.4% | -9.7% | +42.2% | +36.7% |
| 3Y | +99.5% | +17.2% | +82.3% | +79.1% |
| 5Y | +244.0% | +25.3% | +218.7% | +193.0% |
| All | +173.8% | +235.9% | -62.1% | +48.4% |
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