+310.5%
ECL vs NWSA
+97.3%
+213.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | +6.6% | -11.3% | +17.9% | +11.1% |
| 3M | +9.6% | -8.1% | +17.7% | +12.5% |
| 6M | +21.6% | -0.7% | +22.3% | +20.7% |
| YTD | +16.9% | +1.3% | +15.6% | +14.5% |
| 1Y | +17.9% | -1.3% | +19.2% | +16.5% |
| 3Y | +76.5% | +28.4% | +48.1% | +54.5% |
| 5Y | +36.6% | +15.3% | +21.3% | +21.6% |
| 10Y | +193.2% | +142.7% | +50.5% | +79.5% |
| All | +310.5% | +97.3% | +213.3% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling