+142.0%
WEC vs ET
+177.0%
-35.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -2.6% | +2.9% | -5.5% | -2.7% |
| 3M | -6.0% | +16.8% | -22.8% | -6.6% |
| 6M | -5.4% | +18.9% | -24.3% | -6.1% |
| YTD | +2.5% | +37.7% | -35.2% | +1.2% |
| 1Y | -0.7% | +32.4% | -33.2% | -1.8% |
| 3Y | +38.7% | +99.5% | -60.8% | +35.1% |
| 5Y | +31.7% | +244.0% | -212.3% | +27.0% |
| All | +142.0% | +177.0% | -35.0% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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