+28.1%
ECL vs GWW
+222.6%
-194.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.6% |
| 7D | -0.8% | -1.5% | +0.8% | -0.2% |
| 30D | -2.5% | +1.1% | -3.6% | -3.0% |
| 3M | +8.3% | -1.0% | +9.3% | +8.4% |
| 6M | -1.1% | +16.3% | -17.4% | -7.6% |
| YTD | +6.5% | +28.5% | -22.0% | -4.9% |
| 1Y | +2.1% | +30.3% | -28.2% | -9.5% |
| 3Y | +57.6% | +91.6% | -34.0% | +13.3% |
| 5Y | +28.1% | +224.0% | -195.9% | -31.6% |
| All | +28.1% | +222.6% | -194.6% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling