+6,633.3%
ECL vs WAB
+4,092.2%
+2,541.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.6% | -3.2% | +0.6% | -1.7% |
| 30D | -2.2% | -4.4% | +2.3% | -1.0% |
| 3M | +10.1% | +7.9% | +2.3% | +7.6% |
| 6M | -5.7% | +8.7% | -14.4% | -8.2% |
| YTD | +7.0% | +33.0% | -26.0% | -1.3% |
| 1Y | +2.7% | +46.7% | -44.0% | -7.8% |
| 3Y | +57.7% | +153.0% | -95.3% | +21.0% |
| 5Y | +31.1% | +222.3% | -191.1% | -5.9% |
| 10Y | +150.9% | +291.0% | -140.1% | +62.7% |
| All | +6,633.3% | +4,092.2% | +2,541.1% | +2,479.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling