+569.5%
EL vs WCC
+1,536.7%
-967.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +7.6% | -9.9% | +17.6% | +9.5% |
| 30D | +15.7% | -13.4% | +29.1% | +18.2% |
| 3M | +30.5% | -13.5% | +44.0% | +33.1% |
| 6M | +32.5% | -10.6% | +43.2% | +33.4% |
| YTD | +9.4% | +30.1% | -20.6% | +1.8% |
| 1Y | +28.4% | +22.3% | +6.0% | +20.7% |
| 3Y | +4.4% | +130.3% | -125.8% | -15.6% |
| 5Y | -64.5% | +144.5% | -209.0% | -72.3% |
| 10Y | +64.9% | +431.8% | -367.0% | +4.7% |
| All | +569.5% | +1,536.7% | -967.2% | +258.7% |
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 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