-64.8%
EL vs WCC
+141.7%
-206.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +0.6% |
| 7D | +8.0% | -5.7% | +13.7% | +9.2% |
| 30D | +15.4% | -13.5% | +28.9% | +19.0% |
| 3M | +28.5% | -12.9% | +41.4% | +31.7% |
| 6M | +32.2% | -10.7% | +42.9% | +33.2% |
| YTD | +9.2% | +30.0% | -20.8% | -3.2% |
| 1Y | +30.8% | +24.7% | +6.1% | +17.3% |
| 3Y | +3.7% | +136.6% | -132.9% | -29.1% |
| 5Y | -64.8% | +143.9% | -208.7% | -78.0% |
| All | -64.8% | +141.7% | -206.4% | -78.0% |
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