-68.4%
EL vs WCC
+228.2%
-296.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -2.4% | +6.8% | -9.2% | -4.2% |
| 30D | +13.7% | -3.0% | +16.7% | +14.4% |
| 3M | +14.5% | +0.2% | +14.3% | +13.3% |
| 6M | +7.4% | +33.2% | -25.8% | -3.6% |
| YTD | -4.7% | +45.8% | -50.5% | -17.2% |
| 1Y | +12.9% | +68.4% | -55.4% | -6.7% |
| 3Y | -32.2% | +131.1% | -163.4% | -52.5% |
| 5Y | -68.4% | +225.6% | -294.0% | -82.0% |
| All | -68.4% | +228.2% | -296.6% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling