+84.4%
ET vs WU
-24.1%
+108.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +3.0% | -5.3% | +8.3% | +3.3% |
| 30D | -3.5% | +9.0% | -12.5% | -4.0% |
| 3M | -5.6% | -3.6% | -2.1% | -5.5% |
| 6M | +0.5% | -19.4% | +19.9% | +1.9% |
| YTD | +26.3% | -21.7% | +48.0% | +28.0% |
| 1Y | +25.7% | -16.1% | +41.8% | +26.2% |
| All | +84.4% | -24.1% | +108.4% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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