+590.1%
EWT vs WCN
+5,622.8%
-5,032.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | +1.6% | -0.4% | +2.1% | +1.8% |
| 30D | +8.2% | -2.1% | +10.3% | +8.9% |
| 3M | +11.1% | +6.4% | +4.7% | +7.9% |
| 6M | +60.4% | -3.7% | +64.1% | +60.5% |
| YTD | +75.6% | -6.4% | +81.9% | +77.0% |
| 1Y | +91.3% | -7.9% | +99.3% | +93.5% |
| 3Y | +200.3% | +20.8% | +179.5% | +172.0% |
| 5Y | +156.4% | +29.0% | +127.4% | +124.1% |
| 10Y | +495.8% | +236.4% | +259.4% | +259.0% |
| All | +590.1% | +5,622.8% | -5,032.6% | +103.3% |
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