+52.8%
ECL vs NWSA
+44.1%
+8.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.0% |
| 7D | -2.7% | -3.1% | +0.3% | -1.9% |
| 30D | -4.3% | +4.3% | -8.6% | -5.4% |
| 3M | +3.2% | +9.2% | -6.0% | +0.6% |
| 6M | -2.9% | +21.6% | -24.5% | -8.5% |
| YTD | +4.3% | +14.2% | -10.0% | -0.1% |
| 1Y | +1.6% | +1.8% | -0.1% | +0.9% |
| All | +52.8% | +44.1% | +8.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling