+1,956.9%
ECL vs WCC
+1,591.2%
+365.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.1% |
| 7D | -2.3% | +3.3% | -5.6% | -3.0% |
| 30D | +8.3% | -9.4% | +17.7% | +9.8% |
| 3M | +8.4% | -10.5% | +19.0% | +9.9% |
| 6M | +23.3% | -10.4% | +33.7% | +24.1% |
| YTD | +18.2% | +34.4% | -16.2% | +8.9% |
| 1Y | +18.8% | +27.7% | -8.9% | +10.4% |
| 3Y | +78.5% | +137.9% | -59.5% | +38.6% |
| 5Y | +40.1% | +147.0% | -107.0% | +5.1% |
| 10Y | +196.5% | +442.5% | -246.0% | +74.0% |
| All | +1,956.9% | +1,591.2% | +365.7% | +732.8% |
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