+23.5%
EL vs WU
-39.5%
+63.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -4.4% | -5.0% | +0.6% | -2.5% |
| 30D | +10.3% | -2.3% | +12.5% | +11.1% |
| 3M | +13.4% | -3.2% | +16.6% | +12.9% |
| 6M | +3.1% | -25.0% | +28.1% | +13.3% |
| YTD | -6.9% | -21.7% | +14.7% | -0.1% |
| 1Y | +11.9% | -9.0% | +20.9% | +11.9% |
| 3Y | -33.8% | -28.9% | -4.9% | -27.3% |
| 5Y | -69.0% | -51.0% | -17.9% | -60.8% |
| All | +23.5% | -39.5% | +63.0% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling