+1,332.0%
ET vs WY
+68.8%
+1,263.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -2.5% | +10.1% | -12.6% | -6.4% |
| 3M | -4.9% | -15.4% | +10.5% | +0.5% |
| 6M | -0.1% | -8.3% | +8.2% | +1.7% |
| YTD | +26.2% | -9.8% | +36.0% | +28.3% |
| 1Y | +25.2% | -3.9% | +29.0% | +23.9% |
| 3Y | +84.2% | -23.3% | +107.5% | +94.6% |
| 5Y | +216.1% | -31.2% | +247.3% | +242.6% |
| 10Y | +160.7% | +5.5% | +155.1% | +127.9% |
| All | +1,332.0% | +68.8% | +1,263.2% | +835.3% |
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