+28.1%
ECL vs WWD
+192.1%
-164.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -0.8% | +0.8% | -1.6% | -1.1% |
| 30D | -2.5% | -6.4% | +3.9% | -0.4% |
| 3M | +8.3% | -5.6% | +14.0% | +9.5% |
| 6M | -1.1% | -9.1% | +8.0% | +0.8% |
| YTD | +6.5% | +12.5% | -6.0% | -0.3% |
| 1Y | +2.1% | +41.3% | -39.3% | -13.2% |
| 3Y | +57.6% | +170.2% | -112.6% | -3.2% |
| 5Y | +28.1% | +192.5% | -164.4% | -28.4% |
| All | +28.1% | +192.1% | -164.1% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling