+13,805.6%
ECL vs WST
+14,518.0%
-712.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | -0.8% | -3.1% | +2.3% | 0.0% |
| 30D | +8.1% | +9.1% | -1.0% | +5.8% |
| 3M | +6.4% | +14.7% | -8.3% | +2.7% |
| 6M | +14.8% | +28.0% | -13.2% | +7.4% |
| YTD | +15.5% | +45.6% | -30.2% | +3.9% |
| 1Y | +20.1% | +45.7% | -25.5% | +8.0% |
| 3Y | +77.8% | +21.1% | +56.7% | +55.4% |
| 5Y | +37.9% | +0.3% | +37.5% | +24.3% |
| 10Y | +202.7% | +449.0% | -246.4% | +65.9% |
| All | +13,805.6% | +14,518.0% | -712.4% | +3,773.3% |
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 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