+1,458.7%
ET vs WCN
+1,754.5%
-295.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.8% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +7.5% | +0.4% | +7.0% | +7.2% |
| 3M | +11.4% | +7.3% | +4.1% | +7.9% |
| 6M | +18.5% | -2.5% | +21.0% | +19.0% |
| YTD | +37.4% | -5.4% | +42.8% | +39.2% |
| 1Y | +30.9% | -8.5% | +39.4% | +34.1% |
| 3Y | +98.7% | +20.8% | +77.9% | +78.9% |
| 5Y | +230.7% | +30.0% | +200.7% | +184.5% |
| 10Y | +175.6% | +238.4% | -62.8% | +58.1% |
| All | +1,458.7% | +1,754.5% | -295.8% | +411.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling