+372.7%
ETR vs WCC
+431.3%
-58.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +1.2% | +9.9% | -8.8% | -0.4% |
| 30D | +7.0% | -8.4% | +15.5% | +8.0% |
| 3M | +4.6% | -10.3% | +14.9% | +5.7% |
| 6M | +0.1% | -10.5% | +10.6% | +0.8% |
| YTD | +23.2% | +32.2% | -9.0% | +15.5% |
| 1Y | +20.6% | +25.5% | -4.9% | +13.9% |
| 3Y | +156.3% | +134.7% | +21.6% | +110.3% |
| 5Y | +159.6% | +139.9% | +19.7% | +104.6% |
| All | +372.7% | +431.3% | -58.6% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling