+32.4%
ET vs WCN
-9.1%
+41.6%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.2% | -3.1% | +3.3% | +0.4% |
| 30D | +2.9% | -3.4% | +6.3% | +3.0% |
| 3M | +16.8% | +3.0% | +13.8% | +16.8% |
| 6M | +18.9% | -3.8% | +22.6% | +18.7% |
| YTD | +37.7% | -8.3% | +46.0% | +36.2% |
| 1Y | +32.4% | -9.7% | +42.2% | +32.1% |
| All | +32.4% | -9.1% | +41.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling