+4,316.7%
ETR vs WEC
+3,978.4%
+338.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +1.0% | -1.3% | +2.3% | +1.9% |
| 3M | -1.3% | -3.9% | +2.7% | +1.6% |
| 6M | +1.9% | -8.3% | +10.2% | +8.4% |
| YTD | +18.2% | +3.1% | +15.1% | +15.8% |
| 1Y | +24.7% | +1.9% | +22.7% | +23.1% |
| 3Y | +150.7% | +41.9% | +108.8% | +95.0% |
| 5Y | +127.0% | +30.8% | +96.2% | +87.4% |
| 10Y | +295.5% | +141.9% | +153.5% | +112.8% |
| All | +4,316.7% | +3,978.4% | +338.3% | +435.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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