+296.9%
ETR vs WCC
+539.2%
-242.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +0.4% | +6.8% | -6.4% | -0.7% |
| 30D | +2.0% | -3.0% | +5.1% | +2.4% |
| 3M | -1.7% | +0.2% | -1.9% | -2.2% |
| 6M | +3.6% | +33.2% | -29.6% | -2.0% |
| YTD | +18.0% | +45.8% | -27.8% | +9.7% |
| 1Y | +26.2% | +68.4% | -42.1% | +14.2% |
| 3Y | +148.0% | +131.1% | +16.9% | +105.9% |
| 5Y | +126.1% | +225.6% | -99.6% | +70.0% |
| All | +296.9% | +539.2% | -242.3% | +107.2% |
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