+28.6%
ECL vs WCC
+221.7%
-193.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.5% |
| 7D | -2.6% | +4.5% | -7.1% | -3.3% |
| 30D | -2.2% | -5.8% | +3.6% | -1.3% |
| 3M | +10.1% | -3.7% | +13.8% | +10.2% |
| 6M | -5.7% | +23.1% | -28.8% | -10.1% |
| YTD | +7.0% | +44.2% | -37.2% | -1.1% |
| 1Y | +2.7% | +62.1% | -59.4% | -7.6% |
| 3Y | +57.7% | +121.1% | -63.4% | +24.8% |
| All | +28.6% | +221.7% | -193.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling