+155.6%
ECL vs WCC
+506.2%
-350.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -2.7% | +6.8% | -9.6% | -4.2% |
| 30D | -4.3% | -3.0% | -1.3% | -3.8% |
| 3M | +3.2% | +0.2% | +3.0% | +2.3% |
| 6M | -2.9% | +33.2% | -36.1% | -10.4% |
| YTD | +4.3% | +45.8% | -41.6% | -6.2% |
| 1Y | +1.6% | +68.4% | -66.7% | -12.2% |
| 3Y | +54.3% | +131.1% | -76.9% | +15.0% |
| 5Y | +26.5% | +225.6% | -199.1% | -18.2% |
| 10Y | +155.6% | +534.2% | -378.6% | +11.6% |
| All | +155.6% | +506.2% | -350.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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