+12,781.7%
ECL vs BBWI
+1,034.6%
+11,747.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -2.6% | +1.5% | -4.1% | -2.9% |
| 30D | -2.2% | -5.2% | +3.0% | -1.5% |
| 3M | +10.1% | +11.1% | -1.0% | +7.2% |
| 6M | -5.7% | -13.4% | +7.6% | -4.5% |
| YTD | +7.0% | +0.1% | +6.9% | +5.0% |
| 1Y | +2.7% | -36.1% | +38.8% | +8.5% |
| 3Y | +57.7% | -44.1% | +101.8% | +63.5% |
| 5Y | +31.1% | -66.2% | +97.4% | +45.0% |
| 10Y | +150.9% | -54.8% | +205.6% | +123.2% |
| All | +12,781.7% | +1,034.6% | +11,747.0% | +4,871.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling