+155.6%
ECL vs WAB
+282.7%
-127.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -2.7% | +0.2% | -3.0% | -2.8% |
| 30D | -4.3% | -4.6% | +0.3% | -2.6% |
| 3M | +3.2% | +5.6% | -2.4% | +0.6% |
| 6M | -2.9% | +13.8% | -16.7% | -8.2% |
| YTD | +4.3% | +31.9% | -27.6% | -6.9% |
| 1Y | +1.6% | +48.3% | -46.6% | -13.4% |
| 3Y | +54.3% | +167.1% | -112.9% | +2.3% |
| 5Y | +26.5% | +222.9% | -196.4% | -22.7% |
| 10Y | +155.6% | +289.9% | -134.3% | +25.0% |
| All | +155.6% | +282.7% | -127.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling