+197.9%
WEC vs EL
+62.2%
+135.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | +11.1% | +10.0% | +1.1% | +9.7% |
| 3M | +8.4% | +28.4% | -20.0% | +4.7% |
| 6M | +7.5% | +37.1% | -29.6% | +2.6% |
| YTD | +15.3% | +7.8% | +7.5% | +12.8% |
| 1Y | +9.7% | +26.0% | -16.3% | +4.7% |
| 3Y | +64.7% | +3.8% | +60.8% | +57.3% |
| 5Y | +57.3% | -65.2% | +122.4% | +84.1% |
| All | +197.9% | +62.2% | +135.7% | +142.8% |
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