+1,458.7%
ET vs WPM
+2,365.2%
-906.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | +7.5% | +26.4% | -18.9% | +4.0% |
| 3M | +11.4% | +20.8% | -9.4% | +8.1% |
| 6M | +18.5% | +1.1% | +17.4% | +17.1% |
| YTD | +37.4% | +32.5% | +4.9% | +30.3% |
| 1Y | +30.9% | +51.5% | -20.6% | +21.6% |
| 3Y | +98.7% | +267.0% | -168.3% | +61.5% |
| 5Y | +230.7% | +250.1% | -19.4% | +167.4% |
| 10Y | +175.6% | +540.4% | -364.8% | +96.5% |
| All | +1,458.7% | +2,365.2% | -906.5% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling