+2,700.1%
ETR vs WCN
+7,914.0%
-5,213.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.7% | +1.2% | +0.6% | +1.5% |
| 30D | +8.7% | +24.6% | -15.8% | +4.2% |
| 3M | +4.9% | +14.2% | -9.3% | +2.2% |
| 6M | +0.8% | +25.7% | -24.9% | -3.7% |
| YTD | +23.1% | +9.3% | +13.9% | +20.5% |
| 1Y | +17.9% | +15.3% | +2.6% | +14.1% |
| 3Y | +154.5% | +48.6% | +105.9% | +134.6% |
| 5Y | +160.3% | +46.9% | +113.4% | +140.1% |
| 10Y | +366.9% | +298.1% | +68.8% | +271.5% |
| All | +2,700.1% | +7,914.0% | -5,213.9% | +1,750.2% |
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