+176.1%
ET vs WPM
+545.0%
-368.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.5% |
| 7D | +1.4% | -3.6% | +5.0% | +1.6% |
| 30D | +4.6% | +12.5% | -7.9% | +3.5% |
| 3M | +16.0% | +40.6% | -24.6% | +12.6% |
| 6M | +22.8% | +0.5% | +22.3% | +22.2% |
| YTD | +38.9% | +29.0% | +9.8% | +34.6% |
| 1Y | +34.1% | +43.8% | -9.7% | +28.4% |
| 3Y | +98.8% | +266.3% | -167.5% | +72.7% |
| 5Y | +246.8% | +255.1% | -8.3% | +198.4% |
| All | +176.1% | +545.0% | -368.9% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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