+26.5%
ECL vs WSM
+182.5%
-156.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.7% | +2.6% | -5.4% | -3.2% |
| 30D | -4.3% | -9.3% | +5.0% | -2.4% |
| 3M | +3.2% | +7.1% | -3.9% | +1.8% |
| 6M | -2.9% | +21.7% | -24.6% | -6.7% |
| YTD | +4.3% | +28.7% | -24.5% | -1.1% |
| 1Y | +1.6% | +13.9% | -12.2% | -1.6% |
| 3Y | +54.3% | +232.2% | -177.9% | +10.8% |
| 5Y | +26.5% | +176.4% | -149.9% | -11.9% |
| All | +26.5% | +182.5% | -156.0% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling