+193.5%
ECL vs WAT
+228.2%
-34.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.4% | +3.4% | -3.0% | -0.7% |
| 30D | +8.6% | +9.6% | -1.0% | +5.0% |
| 3M | +7.9% | +15.5% | -7.6% | +2.2% |
| 6M | +21.0% | +33.9% | -12.9% | +8.2% |
| YTD | +17.5% | +25.2% | -7.7% | +6.4% |
| 1Y | +19.7% | +26.3% | -6.6% | +7.9% |
| 3Y | +77.4% | +85.8% | -8.4% | +27.4% |
| 5Y | +38.7% | +35.3% | +3.4% | +12.8% |
| 10Y | +193.5% | +231.8% | -38.3% | +60.9% |
| All | +193.5% | +228.2% | -34.7% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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