+34.1%
ET vs WPM
+44.1%
-10.0%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.2% |
| 7D | +1.4% | -3.6% | +5.0% | +1.3% |
| 30D | +4.6% | +12.5% | -7.9% | +4.7% |
| 3M | +16.0% | +40.6% | -24.6% | +16.1% |
| 6M | +22.8% | +0.5% | +22.3% | +24.4% |
| YTD | +38.9% | +29.0% | +9.8% | +38.3% |
| 1Y | +34.1% | +43.8% | -9.7% | +33.3% |
| All | +34.1% | +44.1% | -10.0% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling