+14,085.9%
ECL vs WEC
+4,410.0%
+9,675.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +8.8% | +12.9% | -4.1% | +3.3% |
| 3M | +7.8% | +9.8% | -1.9% | +3.5% |
| 6M | +21.3% | +6.7% | +14.6% | +17.7% |
| YTD | +17.8% | +14.0% | +3.8% | +11.0% |
| 1Y | +21.1% | +7.3% | +13.7% | +17.0% |
| 3Y | +80.1% | +63.8% | +16.3% | +43.9% |
| 5Y | +40.5% | +54.8% | -14.3% | +14.3% |
| 10Y | +197.7% | +185.7% | +12.0% | +87.5% |
| All | +14,085.9% | +4,410.0% | +9,675.9% | +3,564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling