+64.6%
EL vs WCC
+440.3%
-375.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.8% |
| 7D | +0.3% | +3.3% | -3.1% | -0.7% |
| 30D | +12.3% | -9.4% | +21.7% | +14.3% |
| 3M | +28.4% | -10.5% | +38.9% | +30.5% |
| 6M | +36.7% | -10.4% | +47.1% | +37.8% |
| YTD | +8.4% | +34.4% | -26.0% | -3.5% |
| 1Y | +25.4% | +27.7% | -2.2% | +13.3% |
| 3Y | +3.4% | +137.9% | -134.5% | -25.2% |
| 5Y | -64.8% | +147.0% | -211.8% | -75.9% |
| All | +64.6% | +440.3% | -375.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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