+36.6%
ECL vs WST
-0.5%
+37.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.5% | +4.9% | -5.3% | -1.3% |
| 30D | +6.6% | +10.7% | -4.1% | +4.7% |
| 3M | +9.6% | +16.8% | -7.2% | +6.7% |
| 6M | +21.6% | +32.0% | -10.4% | +15.7% |
| YTD | +16.9% | +49.9% | -33.0% | +8.2% |
| 1Y | +17.9% | +50.6% | -32.8% | +9.0% |
| 3Y | +76.5% | +21.4% | +55.1% | +60.1% |
| 5Y | +36.6% | -0.6% | +37.2% | +25.3% |
| All | +36.6% | -0.5% | +37.1% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling