+1,908.9%
ECL vs WCC
+1,412.6%
+496.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.1% |
| 7D | -0.8% | -14.7% | +13.9% | +2.1% |
| 30D | +8.1% | -20.1% | +28.2% | +12.4% |
| 3M | +6.4% | -21.2% | +27.5% | +10.5% |
| 6M | +14.8% | -19.2% | +33.9% | +17.9% |
| YTD | +15.5% | +20.2% | -4.8% | +8.8% |
| 1Y | +20.1% | +14.5% | +5.7% | +14.1% |
| 3Y | +77.8% | +115.1% | -37.4% | +40.8% |
| 5Y | +37.9% | +121.5% | -83.6% | +5.7% |
| 10Y | +202.7% | +468.1% | -265.5% | +76.3% |
| All | +1,908.9% | +1,412.6% | +496.4% | +732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling