+245.3%
ET vs WPM
+261.4%
-16.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +0.6% | +3.9% | -3.2% | +0.3% |
| 30D | +5.3% | +17.7% | -12.4% | +3.4% |
| 3M | +15.6% | +39.4% | -23.8% | +11.2% |
| 6M | +20.6% | +6.4% | +14.2% | +19.4% |
| YTD | +38.5% | +34.0% | +4.6% | +31.8% |
| 1Y | +35.7% | +50.5% | -14.8% | +26.3% |
| 3Y | +98.4% | +280.3% | -181.9% | +52.8% |
| 5Y | +245.3% | +266.3% | -21.0% | +156.7% |
| All | +245.3% | +261.4% | -16.1% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling