+12,781.7%
ECL vs GWW
+14,492.5%
-1,710.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.6% | +1.4% | -4.0% | -3.1% |
| 30D | -2.2% | +3.3% | -5.4% | -3.4% |
| 3M | +10.1% | +2.9% | +7.2% | +8.6% |
| 6M | -5.7% | +15.8% | -21.5% | -11.3% |
| YTD | +7.0% | +32.0% | -25.1% | -4.6% |
| 1Y | +2.7% | +29.9% | -27.2% | -8.0% |
| 3Y | +57.7% | +91.1% | -33.4% | +19.8% |
| 5Y | +31.1% | +223.9% | -192.8% | -19.7% |
| 10Y | +150.9% | +567.0% | -416.2% | +11.7% |
| All | +12,781.7% | +14,492.5% | -1,710.8% | +1,891.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling