+2,587.0%
ECL vs WCN
+8,078.4%
-5,491.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.5% | +1.2% | -1.6% | -0.8% |
| 30D | +6.6% | +26.4% | -19.9% | -0.1% |
| 3M | +9.6% | +17.5% | -7.9% | +4.8% |
| 6M | +21.6% | +28.7% | -7.1% | +13.3% |
| YTD | +16.9% | +11.5% | +5.4% | +12.7% |
| 1Y | +17.9% | +15.9% | +2.0% | +12.5% |
| 3Y | +76.5% | +51.6% | +24.9% | +56.4% |
| 5Y | +36.6% | +47.9% | -11.3% | +21.6% |
| 10Y | +193.2% | +322.5% | -129.3% | +106.5% |
| All | +2,587.0% | +8,078.4% | -5,491.4% | +1,160.7% |
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