+24.4%
EL vs WCN
+235.9%
-211.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -6.5% | -3.1% | -3.4% | -5.0% |
| 30D | +11.1% | -3.4% | +14.5% | +13.2% |
| 3M | +10.7% | +3.0% | +7.7% | +8.7% |
| 6M | +6.9% | -3.8% | +10.6% | +8.1% |
| YTD | -6.3% | -8.3% | +2.0% | -3.3% |
| 1Y | +13.5% | -9.7% | +23.2% | +17.7% |
| 3Y | -33.1% | +17.2% | -50.2% | -42.3% |
| 5Y | -68.8% | +25.3% | -94.0% | -74.4% |
| All | +24.4% | +235.9% | -211.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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