+202.3%
ECL vs WSM
+1,131.4%
-929.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.8% |
| 30D | +7.5% | +5.1% | +2.4% | +6.3% |
| 3M | +12.2% | +5.1% | +7.1% | +10.9% |
| 6M | +24.6% | +48.6% | -24.0% | +14.2% |
| YTD | +18.8% | +44.2% | -25.4% | +9.2% |
| 1Y | +19.3% | +38.1% | -18.8% | +10.7% |
| 3Y | +78.2% | +257.2% | -179.0% | +26.0% |
| 5Y | +38.8% | +165.1% | -126.3% | +1.2% |
| All | +202.3% | +1,131.4% | -929.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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