+28.1%
ECL vs WU
-51.1%
+79.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | -2.5% | -1.1% | -1.3% | -2.3% |
| 3M | +8.3% | -1.8% | +10.1% | +7.7% |
| 6M | -1.1% | -23.9% | +22.8% | +4.9% |
| YTD | +6.5% | -20.4% | +26.9% | +11.4% |
| 1Y | +2.1% | -10.6% | +12.7% | +2.5% |
| 3Y | +57.6% | -27.7% | +85.3% | +65.5% |
| 5Y | +28.1% | -51.1% | +79.2% | +49.1% |
| All | +28.1% | -51.1% | +79.2% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling