+77.8%
ECL vs WAT
+74.7%
+3.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | +8.1% | +5.0% | +3.2% | +7.2% |
| 3M | +6.4% | +14.5% | -8.1% | +3.9% |
| 6M | +14.8% | +30.9% | -16.2% | +9.6% |
| YTD | +15.5% | +20.5% | -5.0% | +11.1% |
| 1Y | +20.1% | +23.3% | -3.2% | +15.2% |
| 3Y | +77.8% | +81.5% | -3.7% | +63.2% |
| All | +77.8% | +74.7% | +3.0% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling