+1,091.1%
ET vs WU
-19.6%
+1,110.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | +7.5% | -1.1% | +8.6% | +7.7% |
| 3M | +11.4% | -3.9% | +15.3% | +11.1% |
| 6M | +18.5% | -20.7% | +39.2% | +25.7% |
| YTD | +37.4% | -18.4% | +55.7% | +43.6% |
| 1Y | +30.9% | -8.1% | +39.0% | +30.0% |
| 3Y | +98.7% | -24.2% | +122.9% | +106.0% |
| 5Y | +230.7% | -50.4% | +281.2% | +292.5% |
| 10Y | +175.6% | -40.0% | +215.6% | +200.6% |
| All | +1,091.1% | -19.6% | +1,110.7% | +977.4% |
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