+2,669.0%
ETR vs WCN
+7,873.9%
-5,204.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +0.4% | +2.9% | -2.5% | -0.1% |
| 30D | +7.5% | +22.1% | -14.6% | +3.4% |
| 3M | +4.4% | +13.2% | -8.7% | +1.8% |
| 6M | -1.5% | +23.7% | -25.2% | -5.7% |
| YTD | +21.8% | +8.7% | +13.0% | +19.2% |
| 1Y | +18.4% | +15.3% | +3.0% | +14.6% |
| 3Y | +148.5% | +46.0% | +102.5% | +129.8% |
| 5Y | +152.6% | +45.9% | +106.7% | +133.3% |
| 10Y | +354.5% | +311.1% | +43.4% | +260.2% |
| All | +2,669.0% | +7,873.9% | -5,204.9% | +1,731.4% |
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