+620.1%
EL vs WU
-22.9%
+643.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +2.7% | -5.3% | +7.9% | +4.6% |
| 30D | +10.8% | +9.0% | +1.8% | +7.1% |
| 3M | +26.5% | -3.6% | +30.0% | +27.4% |
| 6M | +31.1% | -19.4% | +50.5% | +39.2% |
| YTD | +6.6% | -21.7% | +28.3% | +13.5% |
| 1Y | +21.8% | -16.1% | +37.9% | +26.2% |
| 3Y | +1.8% | -24.1% | +25.9% | +8.6% |
| 5Y | -65.6% | -44.1% | -21.4% | -59.9% |
| 10Y | +60.3% | -39.6% | +99.9% | +76.5% |
| All | +620.1% | -22.9% | +643.0% | +514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling