+13,805.6%
ECL vs WEC
+4,360.7%
+9,444.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +8.1% | +12.3% | -4.2% | +2.9% |
| 3M | +6.4% | +8.3% | -1.9% | +2.6% |
| 6M | +14.8% | +3.5% | +11.3% | +12.8% |
| YTD | +15.5% | +12.7% | +2.7% | +9.3% |
| 1Y | +20.1% | +8.2% | +11.9% | +15.7% |
| 3Y | +77.8% | +55.9% | +21.9% | +45.0% |
| 5Y | +37.9% | +51.2% | -13.4% | +13.2% |
| 10Y | +202.7% | +177.6% | +25.0% | +92.7% |
| All | +13,805.6% | +4,360.7% | +9,444.9% | +3,508.4% |
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