+197.7%
ECL vs BBWI
-41.3%
+239.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | -0.5% | -6.2% | +5.6% | +0.5% |
| 30D | +8.8% | +25.5% | -16.7% | +4.7% |
| 3M | +7.8% | +8.0% | -0.1% | +5.9% |
| 6M | +21.3% | +12.7% | +8.6% | +17.7% |
| YTD | +17.8% | +11.6% | +6.1% | +13.5% |
| 1Y | +21.1% | -0.9% | +22.0% | +17.9% |
| 3Y | +80.1% | -22.7% | +102.8% | +75.1% |
| 5Y | +40.5% | -67.2% | +107.7% | +54.7% |
| 10Y | +197.7% | -43.7% | +241.4% | +126.4% |
| All | +197.7% | -41.3% | +239.1% | +126.4% |
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