+995.5%
ET vs WU
-22.9%
+1,018.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +3.0% | -5.3% | +8.3% | +4.9% |
| 30D | -3.5% | +9.0% | -12.5% | -6.6% |
| 3M | -5.6% | -3.6% | -2.1% | -5.2% |
| 6M | +0.5% | -19.4% | +19.9% | +5.7% |
| YTD | +26.3% | -21.7% | +48.0% | +33.1% |
| 1Y | +25.7% | -16.1% | +41.8% | +28.9% |
| 3Y | +85.1% | -24.1% | +109.2% | +91.1% |
| 5Y | +216.4% | -44.1% | +260.5% | +256.4% |
| 10Y | +160.9% | -39.6% | +200.5% | +182.4% |
| All | +995.5% | -22.9% | +1,018.3% | +898.8% |
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