+2,358.7%
ECL vs WCN
+6,839.3%
-4,480.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | -2.2% | +0.4% | -2.6% | -2.3% |
| 3M | +10.1% | +7.3% | +2.8% | +8.0% |
| 6M | -5.7% | -2.5% | -3.2% | -5.4% |
| YTD | +7.0% | -5.4% | +12.3% | +8.0% |
| 1Y | +2.7% | -8.5% | +11.1% | +4.5% |
| 3Y | +57.7% | +20.8% | +36.9% | +48.6% |
| 5Y | +31.1% | +30.0% | +1.1% | +21.1% |
| 10Y | +150.9% | +238.4% | -87.5% | +87.2% |
| All | +2,358.7% | +6,839.3% | -4,480.6% | +1,107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling