+197.5%
ECL vs WEC
+195.2%
+2.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | +6.6% | +11.0% | -4.4% | +1.0% |
| 3M | +9.6% | +8.6% | +1.0% | +4.9% |
| 6M | +21.6% | +6.2% | +15.4% | +17.6% |
| YTD | +16.9% | +14.3% | +2.6% | +8.6% |
| 1Y | +17.9% | +8.4% | +9.5% | +12.5% |
| 3Y | +76.5% | +62.9% | +13.6% | +34.2% |
| 5Y | +36.6% | +55.8% | -19.2% | +5.1% |
| All | +197.5% | +195.2% | +2.3% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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