+793.1%
EL vs WCN
+6,839.3%
-6,046.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.1% | +3.2% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +19.8% | +0.4% | +19.4% | +19.8% |
| 3M | +25.7% | +7.3% | +18.4% | +23.5% |
| 6M | +5.4% | -2.5% | +8.0% | +5.7% |
| YTD | +0.2% | -5.4% | +5.6% | +0.9% |
| 1Y | +20.4% | -8.5% | +28.9% | +22.1% |
| 3Y | -32.1% | +20.8% | -52.9% | -35.8% |
| 5Y | -67.2% | +30.0% | -97.2% | -69.4% |
| 10Y | +31.7% | +238.4% | -206.7% | +2.1% |
| All | +793.1% | +6,839.3% | -6,046.2% | +380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling