+155.6%
ECL vs WU
-40.9%
+196.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.8% |
| 7D | -2.7% | -4.9% | +2.2% | -1.1% |
| 30D | -4.3% | -1.3% | -3.0% | -4.0% |
| 3M | +3.2% | -3.6% | +6.8% | +3.0% |
| 6M | -2.9% | -24.3% | +21.4% | +5.3% |
| YTD | +4.3% | -21.1% | +25.3% | +11.0% |
| 1Y | +1.6% | -10.3% | +12.0% | +2.0% |
| 3Y | +54.3% | -28.4% | +82.6% | +64.7% |
| 5Y | +26.5% | -51.2% | +77.7% | +56.8% |
| 10Y | +155.6% | -39.6% | +195.2% | +183.9% |
| All | +155.6% | -40.9% | +196.5% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling