+2,618.4%
ETR vs WCN
+6,767.3%
-4,148.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +1.4% | -0.4% | +1.9% | +1.5% |
| 30D | +1.9% | -2.1% | +4.0% | +2.3% |
| 3M | +1.0% | +6.4% | -5.4% | -0.3% |
| 6M | +4.8% | -3.7% | +8.5% | +5.4% |
| YTD | +19.5% | -6.4% | +25.9% | +20.6% |
| 1Y | +28.1% | -7.9% | +36.0% | +29.5% |
| 3Y | +151.1% | +20.8% | +130.3% | +140.9% |
| 5Y | +125.2% | +29.0% | +96.2% | +113.1% |
| 10Y | +291.1% | +236.4% | +54.8% | +221.5% |
| All | +2,618.4% | +6,767.3% | -4,148.9% | +1,752.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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