+23.5%
EL vs WCC
+518.6%
-495.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.5% |
| 7D | -4.4% | +1.7% | -6.0% | -4.8% |
| 30D | +10.3% | -6.1% | +16.3% | +11.9% |
| 3M | +13.4% | +3.1% | +10.3% | +11.4% |
| 6M | +3.1% | +28.2% | -25.2% | -5.4% |
| YTD | -6.9% | +41.1% | -48.0% | -17.1% |
| 1Y | +11.9% | +61.3% | -49.4% | -4.4% |
| 3Y | -33.8% | +123.6% | -157.5% | -50.7% |
| 5Y | -69.0% | +214.8% | -283.7% | -79.7% |
| All | +23.5% | +518.6% | -495.0% | -39.7% |
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