-31.9%
EL vs WU
-28.6%
-3.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -2.4% | -4.9% | +2.6% | -0.6% |
| 30D | +13.7% | -1.3% | +14.9% | +14.1% |
| 3M | +14.5% | -3.6% | +18.1% | +13.8% |
| 6M | +7.4% | -24.3% | +31.7% | +18.0% |
| YTD | -4.7% | -21.1% | +16.4% | +1.8% |
| 1Y | +12.9% | -10.3% | +23.3% | +11.7% |
| All | -31.9% | -28.6% | -3.3% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling