+994.3%
ET vs WU
-21.8%
+1,016.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +2.5% | -2.0% | +4.6% | +3.2% |
| 30D | -2.5% | +11.4% | -13.9% | -6.3% |
| 3M | -4.9% | -6.8% | +2.0% | -3.2% |
| 6M | -0.1% | -14.6% | +14.5% | +3.1% |
| YTD | +26.2% | -20.6% | +46.9% | +32.4% |
| 1Y | +25.2% | -15.4% | +40.5% | +28.0% |
| 3Y | +84.2% | -23.6% | +107.8% | +89.8% |
| 5Y | +216.1% | -43.4% | +259.4% | +254.4% |
| 10Y | +160.7% | -38.8% | +199.5% | +180.9% |
| All | +994.3% | -21.8% | +1,016.2% | +893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling