+160.0%
ETR vs WCC
+146.1%
+13.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.1% | -0.2% |
| 7D | +0.1% | +3.3% | -3.2% | -0.4% |
| 30D | +7.7% | -9.4% | +17.1% | +8.7% |
| 3M | +5.7% | -10.5% | +16.2% | +6.6% |
| 6M | -0.3% | -10.4% | +10.1% | +0.3% |
| YTD | +23.4% | +34.4% | -11.1% | +17.0% |
| 1Y | +18.5% | +27.7% | -9.2% | +13.0% |
| 3Y | +155.6% | +137.9% | +17.6% | +118.9% |
| All | +160.0% | +146.1% | +13.9% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling