+30.0%
ECL vs WEC
+31.0%
-1.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -2.2% | -1.3% | -0.9% | -1.7% |
| 3M | +10.1% | -3.9% | +14.0% | +12.0% |
| 6M | -5.7% | -8.3% | +2.6% | -2.2% |
| YTD | +7.0% | +3.1% | +3.9% | +5.1% |
| 1Y | +2.7% | +1.9% | +0.7% | +1.4% |
| 3Y | +57.7% | +41.9% | +15.8% | +32.5% |
| All | +30.0% | +31.0% | -1.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling