+14,137.6%
ECL vs WSM
+40,190.9%
-26,053.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.3% | -3.0% | +0.7% | -1.8% |
| 30D | +8.3% | +10.1% | -1.8% | +6.8% |
| 3M | +8.4% | +4.9% | +3.5% | +7.7% |
| 6M | +23.3% | +49.8% | -26.5% | +16.3% |
| YTD | +18.2% | +48.7% | -30.5% | +11.5% |
| 1Y | +18.8% | +38.7% | -20.0% | +13.0% |
| 3Y | +78.5% | +269.5% | -191.0% | +43.9% |
| 5Y | +40.1% | +179.0% | -138.9% | +15.1% |
| 10Y | +196.5% | +1,162.3% | -965.8% | +90.7% |
| All | +14,137.6% | +40,190.9% | -26,053.3% | +6,468.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling