+12,781.7%
ECL vs WST
+12,330.1%
+451.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | -2.2% | -3.1% | +1.0% | -1.4% |
| 3M | +10.1% | +7.2% | +2.9% | +8.0% |
| 6M | -5.7% | +36.8% | -42.6% | -13.5% |
| YTD | +7.0% | +23.8% | -16.9% | +0.3% |
| 1Y | +2.7% | +37.8% | -35.1% | -6.8% |
| 3Y | +57.7% | -15.9% | +73.6% | +52.2% |
| 5Y | +31.1% | -25.8% | +57.0% | +28.0% |
| 10Y | +150.9% | +319.6% | -168.7% | +47.1% |
| All | +12,781.7% | +12,330.1% | +451.5% | +3,639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling