+84.2%
ET vs WCN
+52.1%
+32.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | -2.5% | +23.9% | -26.4% | -6.1% |
| 3M | -4.9% | +17.4% | -22.3% | -7.5% |
| 6M | -0.1% | +28.0% | -28.1% | -4.7% |
| YTD | +26.2% | +11.6% | +14.7% | +23.9% |
| 1Y | +25.2% | +16.9% | +8.3% | +21.1% |
| 3Y | +84.2% | +51.6% | +32.6% | +75.3% |
| All | +84.2% | +52.1% | +32.1% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling