+155.6%
ECL vs WCN
+235.4%
-79.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.4% |
| 7D | -2.7% | -1.7% | -1.0% | -1.8% |
| 30D | -4.3% | -3.0% | -1.3% | -2.6% |
| 3M | +3.2% | +2.5% | +0.7% | +1.3% |
| 6M | -2.9% | -5.7% | +2.8% | -0.3% |
| YTD | +4.3% | -7.4% | +11.7% | +7.7% |
| 1Y | +1.6% | -8.6% | +10.3% | +5.7% |
| 3Y | +54.3% | +19.4% | +34.9% | +31.2% |
| 5Y | +26.5% | +27.2% | -0.7% | +1.1% |
| 10Y | +155.6% | +238.5% | -82.9% | +29.0% |
| All | +155.6% | +235.4% | -79.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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