-64.4%
EL vs WU
-42.7%
-21.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.1% |
| 7D | +7.6% | +11.0% | -3.4% | +3.7% |
| 30D | +15.7% | +13.4% | +2.3% | +10.6% |
| 3M | +30.5% | +2.2% | +28.3% | +28.9% |
| 6M | +32.5% | -18.2% | +50.7% | +40.2% |
| YTD | +9.4% | -18.3% | +27.7% | +14.7% |
| 1Y | +28.4% | -12.2% | +40.5% | +30.3% |
| 3Y | +4.4% | -20.8% | +25.3% | +9.5% |
| All | -64.4% | -42.7% | -21.8% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling