+372.7%
ETR vs WU
-38.9%
+411.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +1.2% | -2.0% | +3.2% | +1.6% |
| 30D | +7.0% | +11.4% | -4.4% | +4.0% |
| 3M | +4.6% | -6.8% | +11.4% | +6.1% |
| 6M | +0.1% | -14.6% | +14.8% | +2.8% |
| YTD | +23.2% | -20.6% | +43.8% | +28.2% |
| 1Y | +20.6% | -15.4% | +35.9% | +23.0% |
| 3Y | +156.3% | -23.6% | +179.9% | +163.5% |
| 5Y | +159.6% | -43.4% | +203.0% | +188.7% |
| All | +372.7% | -38.9% | +411.7% | +428.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling