+22.3%
EL vs WU
-18.0%
+40.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.9% | +5.6% |
| 7D | +2.5% | +8.2% | -5.7% | +1.5% |
| 30D | +20.1% | +8.0% | +12.1% | +18.9% |
| 3M | +29.3% | -6.6% | +35.9% | +29.9% |
| 6M | +38.8% | -23.3% | +62.0% | +40.4% |
| YTD | +8.1% | -22.4% | +30.5% | +8.3% |
| 1Y | +22.3% | -18.0% | +40.3% | +22.0% |
| All | +22.3% | -18.0% | +40.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling