+7,315.0%
ECL vs WAB
+4,319.4%
+2,995.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.6% |
| 7D | -0.5% | +4.0% | -4.5% | -1.6% |
| 30D | +8.8% | +4.5% | +4.4% | +7.4% |
| 3M | +7.8% | +2.3% | +5.6% | +7.0% |
| 6M | +21.3% | +12.5% | +8.8% | +17.0% |
| YTD | +17.8% | +40.2% | -22.4% | +7.0% |
| 1Y | +21.1% | +45.2% | -24.1% | +8.9% |
| 3Y | +80.1% | +171.8% | -91.7% | +35.5% |
| 5Y | +40.5% | +217.6% | -177.1% | +1.1% |
| 10Y | +197.7% | +285.3% | -87.6% | +93.3% |
| All | +7,315.0% | +4,319.4% | +2,995.6% | +2,696.7% |
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