+2.0%
ECL vs GWW
+29.7%
-27.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | -2.6% | -3.1% | +0.5% | -1.7% |
| 30D | -4.6% | -2.3% | -2.2% | -4.0% |
| 3M | +6.0% | -3.3% | +9.3% | +6.6% |
| 6M | -3.0% | +15.4% | -18.3% | -8.8% |
| YTD | +4.0% | +26.7% | -22.7% | -6.7% |
| 1Y | +2.0% | +29.0% | -27.0% | -9.1% |
| All | +2.0% | +29.7% | -27.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling