+100.7%
ET vs WPM
+273.6%
-172.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +0.6% | +3.9% | -3.2% | +0.5% |
| 30D | +5.3% | +17.7% | -12.4% | +4.3% |
| 3M | +15.6% | +39.4% | -23.8% | +13.3% |
| 6M | +20.6% | +6.4% | +14.2% | +20.5% |
| YTD | +38.5% | +34.0% | +4.6% | +34.6% |
| 1Y | +35.7% | +50.5% | -14.8% | +29.7% |
| All | +100.7% | +273.6% | -172.9% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling