+153.2%
ECL vs BBWI
-56.0%
+209.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | -0.8% | +1.6% | -2.3% | -1.0% |
| 30D | -2.5% | -6.2% | +3.7% | -1.7% |
| 3M | +8.3% | +4.3% | +4.0% | +7.0% |
| 6M | -1.1% | -7.2% | +6.1% | -1.0% |
| YTD | +6.5% | -3.0% | +9.5% | +5.4% |
| 1Y | +2.1% | -30.8% | +32.8% | +5.8% |
| 3Y | +57.6% | -43.4% | +101.0% | +62.3% |
| 5Y | +28.1% | -66.7% | +94.8% | +40.7% |
| 10Y | +153.2% | -55.7% | +208.9% | +107.0% |
| All | +153.2% | -56.0% | +209.2% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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