+40.1%
ECL vs NWSA
+18.7%
+21.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -2.3% | -12.2% | +9.9% | +2.2% |
| 30D | +8.3% | -8.7% | +17.0% | +11.5% |
| 3M | +8.4% | -6.0% | +14.4% | +10.3% |
| 6M | +23.3% | -0.3% | +23.6% | +22.2% |
| YTD | +18.2% | +3.5% | +14.7% | +14.9% |
| 1Y | +18.8% | +0.8% | +18.0% | +16.6% |
| 3Y | +78.5% | +31.1% | +47.4% | +53.0% |
| 5Y | +40.1% | +18.8% | +21.3% | +18.3% |
| All | +40.1% | +18.7% | +21.4% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling