+12,781.7%
ECL vs WSM
+34,755.7%
-21,974.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -2.6% | -3.3% | +0.7% | -2.2% |
| 30D | -2.2% | -8.4% | +6.2% | -1.0% |
| 3M | +10.1% | +9.7% | +0.5% | +8.6% |
| 6M | -5.7% | +16.7% | -22.4% | -7.9% |
| YTD | +7.0% | +28.7% | -21.7% | +3.0% |
| 1Y | +2.7% | +13.7% | -11.0% | +0.4% |
| 3Y | +57.7% | +230.1% | -172.4% | +29.1% |
| 5Y | +31.1% | +179.0% | -147.8% | +7.8% |
| 10Y | +150.9% | +1,002.5% | -851.7% | +64.5% |
| All | +12,781.7% | +34,755.7% | -21,974.0% | +5,968.8% |
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