+2,617.5%
ECL vs WCN
+8,007.2%
-5,389.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | +8.3% | +25.3% | -17.0% | +1.8% |
| 3M | +8.4% | +15.4% | -7.0% | +4.2% |
| 6M | +23.3% | +27.8% | -4.6% | +15.1% |
| YTD | +18.2% | +10.6% | +7.7% | +14.3% |
| 1Y | +18.8% | +15.8% | +3.0% | +13.4% |
| 3Y | +78.5% | +50.3% | +28.2% | +58.5% |
| 5Y | +40.1% | +46.9% | -6.9% | +24.9% |
| 10Y | +196.5% | +318.8% | -122.3% | +109.3% |
| All | +2,617.5% | +8,007.2% | -5,389.7% | +1,178.0% |
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 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