+513.0%
EL vs WCC
+1,713.7%
-1,200.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.2% |
| 7D | +0.8% | +4.5% | -3.7% | -0.1% |
| 30D | +19.8% | -5.8% | +25.6% | +21.1% |
| 3M | +25.7% | -3.7% | +29.4% | +25.8% |
| 6M | +5.4% | +23.1% | -17.6% | +0.1% |
| YTD | +0.2% | +44.2% | -43.9% | -8.0% |
| 1Y | +20.4% | +62.1% | -41.7% | +7.8% |
| 3Y | -32.1% | +121.1% | -153.2% | -44.5% |
| 5Y | -67.2% | +214.0% | -281.1% | -75.4% |
| 10Y | +31.7% | +472.8% | -441.0% | -17.2% |
| All | +513.0% | +1,713.7% | -1,200.7% | +224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling