+1,459.4%
ET vs WY
+84.1%
+1,375.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.6% |
| 7D | +0.4% | -2.1% | +2.5% | +1.2% |
| 30D | +6.9% | -10.5% | +17.3% | +11.2% |
| 3M | +13.1% | -4.9% | +17.9% | +14.5% |
| 6M | +18.7% | -4.9% | +23.6% | +19.6% |
| YTD | +37.4% | -1.7% | +39.1% | +36.2% |
| 1Y | +34.8% | -9.4% | +44.2% | +37.3% |
| 3Y | +96.8% | -22.3% | +119.1% | +108.5% |
| 5Y | +238.2% | -20.5% | +258.8% | +248.8% |
| 10Y | +159.4% | +4.9% | +154.5% | +128.7% |
| All | +1,459.4% | +84.1% | +1,375.3% | +893.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling