+2,355.8%
WEC vs EL
+1,845.6%
+510.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +0.2% | +8.0% | -7.8% | -0.9% |
| 30D | +12.9% | +15.4% | -2.5% | +10.6% |
| 3M | +9.8% | +28.5% | -18.7% | +5.6% |
| 6M | +6.7% | +32.2% | -25.5% | +1.9% |
| YTD | +14.0% | +9.2% | +4.8% | +10.8% |
| 1Y | +7.3% | +30.8% | -23.5% | +1.5% |
| 3Y | +63.8% | +3.7% | +60.1% | +55.5% |
| 5Y | +54.8% | -64.8% | +119.5% | +70.5% |
| 10Y | +185.7% | +60.0% | +125.7% | +144.6% |
| All | +2,355.8% | +1,845.6% | +510.2% | +1,416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling