+4,509.4%
ETR vs WEC
+4,422.7%
+86.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.5% | -0.7% | +2.2% | +2.0% |
| 30D | +6.6% | +11.0% | -4.3% | -1.0% |
| 3M | +4.4% | +8.6% | -4.2% | -1.6% |
| 6M | -0.3% | +6.2% | -6.4% | -4.5% |
| YTD | +23.3% | +14.3% | +9.0% | +12.2% |
| 1Y | +18.9% | +8.4% | +10.5% | +12.3% |
| 3Y | +155.5% | +62.9% | +92.6% | +80.3% |
| 5Y | +159.9% | +55.8% | +104.1% | +89.8% |
| 10Y | +377.6% | +193.2% | +184.4% | +124.9% |
| All | +4,509.4% | +4,422.7% | +86.8% | +419.3% |
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