+291.6%
ETR vs WCC
+518.6%
-227.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.8% |
| 7D | -1.9% | +1.7% | -3.6% | -2.2% |
| 30D | -0.2% | -6.1% | +5.9% | +0.7% |
| 3M | -3.7% | +3.1% | -6.8% | -4.6% |
| 6M | +2.1% | +28.2% | -26.2% | -2.8% |
| YTD | +16.5% | +41.1% | -24.6% | +8.8% |
| 1Y | +22.5% | +61.3% | -38.8% | +11.6% |
| 3Y | +144.7% | +123.6% | +21.0% | +104.2% |
| 5Y | +125.2% | +214.8% | -89.6% | +70.2% |
| All | +291.6% | +518.6% | -227.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling