+37.8%
ECL vs WAT
+32.4%
+5.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | +8.1% | +5.0% | +3.2% | +6.6% |
| 3M | +6.4% | +14.5% | -8.1% | +2.4% |
| 6M | +14.8% | +30.9% | -16.2% | +6.2% |
| YTD | +15.5% | +20.5% | -5.0% | +8.5% |
| 1Y | +20.1% | +23.3% | -3.2% | +12.0% |
| 3Y | +77.8% | +81.5% | -3.7% | +36.1% |
| All | +37.8% | +32.4% | +5.4% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling