+576.8%
EL vs WU
-19.6%
+596.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +19.8% | -1.1% | +20.9% | +20.2% |
| 3M | +25.7% | -3.9% | +29.6% | +25.7% |
| 6M | +5.4% | -20.7% | +26.1% | +12.7% |
| YTD | +0.2% | -18.4% | +18.6% | +5.5% |
| 1Y | +20.4% | -8.1% | +28.5% | +20.5% |
| 3Y | -32.1% | -24.2% | -8.0% | -27.5% |
| 5Y | -67.2% | -50.4% | -16.7% | -59.9% |
| 10Y | +31.7% | -40.0% | +71.8% | +45.8% |
| All | +576.8% | -19.6% | +596.3% | +471.3% |
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 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