+1.6%
ECL vs WAB
+47.7%
-46.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.7% |
| 3M | +3.2% | +5.6% | -2.4% | +0.1% |
| 6M | -2.9% | +13.8% | -16.7% | -9.1% |
| YTD | +4.3% | +31.9% | -27.6% | -7.0% |
| 1Y | +1.6% | +48.3% | -46.6% | -12.4% |
| All | +1.6% | +47.7% | -46.1% | -12.4% |
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