+155.6%
ECL vs WWD
+479.8%
-324.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -2.7% | +0.6% | -3.4% | -3.0% |
| 30D | -4.3% | -5.1% | +0.8% | -2.6% |
| 3M | +3.2% | -11.2% | +14.5% | +7.0% |
| 6M | -2.9% | -12.0% | +9.1% | +0.5% |
| YTD | +4.3% | +12.0% | -7.7% | -2.4% |
| 1Y | +1.6% | +42.8% | -41.2% | -14.1% |
| 3Y | +54.3% | +168.9% | -114.7% | -2.1% |
| 5Y | +26.5% | +192.2% | -165.7% | -24.2% |
| 10Y | +155.6% | +495.3% | -339.7% | +10.9% |
| All | +155.6% | +479.8% | -324.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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