+55.2%
EWT vs WCN
+16.1%
+39.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -0.2% |
| 7D | -10.9% | +6.7% | -17.6% | -8.7% |
| 30D | -17.7% | +24.3% | -42.0% | -10.9% |
| 3M | -5.0% | +16.1% | -21.1% | +0.5% |
| 6M | +7.4% | +19.9% | -12.6% | +15.4% |
| YTD | +52.8% | +10.1% | +42.7% | +64.5% |
| 1Y | +55.2% | +14.4% | +40.8% | +68.2% |
| All | +55.2% | +16.1% | +39.1% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling