+19.7%
ECL vs WAB
+47.8%
-28.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.9% |
| 7D | +0.4% | +4.0% | -3.6% | -1.0% |
| 30D | +8.6% | +6.3% | +2.3% | +6.0% |
| 3M | +7.9% | +3.3% | +4.6% | +6.4% |
| 6M | +21.0% | +14.5% | +6.6% | +13.5% |
| YTD | +17.5% | +42.7% | -25.2% | +1.1% |
| 1Y | +19.7% | +45.2% | -25.5% | +2.5% |
| All | +19.7% | +47.8% | -28.1% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling