+8,232.6%
ECL vs WWD
+15,408.5%
-7,176.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | -2.2% | -7.2% | +5.0% | -0.4% |
| 3M | +10.1% | -3.8% | +13.9% | +10.7% |
| 6M | -5.7% | -9.9% | +4.2% | -4.0% |
| YTD | +7.0% | +14.8% | -7.9% | +2.0% |
| 1Y | +2.7% | +42.1% | -39.4% | -7.8% |
| 3Y | +57.7% | +170.8% | -113.1% | +18.3% |
| 5Y | +31.1% | +197.5% | -166.4% | -4.8% |
| 10Y | +150.9% | +477.8% | -326.9% | +49.5% |
| All | +8,232.6% | +15,408.5% | -7,176.0% | +3,238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling