+148.4%
WEC vs EL
+28.8%
+119.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.5% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | +0.9% | +13.7% | -12.8% | -1.0% |
| 3M | -5.3% | +14.5% | -19.8% | -7.3% |
| 6M | -6.6% | +7.4% | -14.0% | -8.2% |
| YTD | +3.3% | -4.7% | +8.0% | +2.7% |
| 1Y | +2.1% | +12.9% | -10.9% | -1.4% |
| 3Y | +39.6% | -32.2% | +71.8% | +43.2% |
| 5Y | +31.2% | -68.4% | +99.6% | +55.0% |
| 10Y | +148.4% | +28.3% | +120.2% | +108.3% |
| All | +148.4% | +28.8% | +119.6% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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