+100.7%
ET vs WCN
+19.5%
+81.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +0.6% | -1.7% | +2.4% | +1.0% |
| 30D | +5.3% | -3.0% | +8.3% | +6.0% |
| 3M | +15.6% | +2.5% | +13.1% | +14.9% |
| 6M | +20.6% | -5.7% | +26.3% | +22.0% |
| YTD | +38.5% | -7.4% | +46.0% | +40.6% |
| 1Y | +35.7% | -8.6% | +44.3% | +38.2% |
| All | +100.7% | +19.5% | +81.2% | +93.7% |
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