+850.3%
EL vs WCN
+8,078.4%
-7,228.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | +10.8% | +26.4% | -15.6% | +5.0% |
| 3M | +26.5% | +17.5% | +8.9% | +21.9% |
| 6M | +31.1% | +28.7% | +2.4% | +23.5% |
| YTD | +6.6% | +11.5% | -4.9% | +3.4% |
| 1Y | +21.8% | +15.9% | +5.9% | +17.0% |
| 3Y | +1.8% | +51.6% | -49.8% | -8.6% |
| 5Y | -65.6% | +47.9% | -113.5% | -68.9% |
| 10Y | +60.3% | +322.5% | -262.1% | +18.5% |
| All | +850.3% | +8,078.4% | -7,228.1% | +392.0% |
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