+80.1%
ECL vs WU
-21.7%
+101.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.5% | +9.1% | -9.6% | -1.9% |
| 30D | +8.8% | +12.1% | -3.3% | +6.9% |
| 3M | +7.8% | +0.3% | +7.5% | +7.5% |
| 6M | +21.3% | -19.1% | +40.5% | +24.5% |
| YTD | +17.8% | -19.2% | +37.0% | +20.7% |
| 1Y | +21.1% | -15.3% | +36.3% | +23.0% |
| 3Y | +80.1% | -21.3% | +101.4% | +86.9% |
| All | +80.1% | -21.7% | +101.8% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling