+242.5%
ET vs WY
-22.2%
+264.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.2% | -4.2% | +4.4% | +1.4% |
| 30D | +2.9% | -10.1% | +12.9% | +5.8% |
| 3M | +16.8% | -8.5% | +25.3% | +19.2% |
| 6M | +18.9% | -3.3% | +22.2% | +18.9% |
| YTD | +37.7% | -4.4% | +42.1% | +37.6% |
| 1Y | +32.4% | -11.5% | +43.9% | +35.5% |
| 3Y | +99.5% | -24.3% | +123.8% | +111.1% |
| All | +242.5% | -22.2% | +264.7% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling