+77.4%
ECL vs WST
+23.3%
+54.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | +1.1% | -3.3% | -2.3% |
| 30D | +8.3% | +12.4% | -4.1% | +7.5% |
| 3M | +8.4% | +17.6% | -9.1% | +7.4% |
| 6M | +23.3% | +28.3% | -5.0% | +21.3% |
| YTD | +18.2% | +50.5% | -32.3% | +15.1% |
| 1Y | +18.8% | +49.4% | -30.6% | +15.6% |
| All | +77.4% | +23.3% | +54.1% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling