-68.4%
EL vs WCN
+27.0%
-95.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -2.4% | -1.7% | -0.6% | -1.7% |
| 30D | +13.7% | -3.0% | +16.7% | +15.1% |
| 3M | +14.5% | +2.5% | +11.9% | +13.0% |
| 6M | +7.4% | -5.7% | +13.1% | +9.5% |
| YTD | -4.7% | -7.4% | +2.8% | -2.3% |
| 1Y | +12.9% | -8.6% | +21.6% | +16.1% |
| 3Y | -32.2% | +19.4% | -51.6% | -43.3% |
| 5Y | -68.4% | +27.2% | -95.6% | -75.5% |
| All | -68.4% | +27.0% | -95.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling