+726.2%
ECL vs WU
-19.6%
+745.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | -2.2% | -1.1% | -1.1% | -1.9% |
| 3M | +10.1% | -3.9% | +14.0% | +10.1% |
| 6M | -5.7% | -20.7% | +14.9% | +0.3% |
| YTD | +7.0% | -18.4% | +25.3% | +12.4% |
| 1Y | +2.7% | -8.1% | +10.7% | +2.5% |
| 3Y | +57.7% | -24.2% | +81.9% | +64.8% |
| 5Y | +31.1% | -50.4% | +81.6% | +57.1% |
| 10Y | +150.9% | -40.0% | +190.9% | +174.3% |
| All | +726.2% | -19.6% | +745.8% | +650.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling