+202.3%
ECL vs WY
+5.0%
+197.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.8% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +7.5% | +10.1% | -2.6% | +2.8% |
| 3M | +12.2% | -15.4% | +27.6% | +20.5% |
| 6M | +24.6% | -8.3% | +32.9% | +28.7% |
| YTD | +18.8% | -9.8% | +28.6% | +23.1% |
| 1Y | +19.3% | -3.9% | +23.2% | +20.0% |
| 3Y | +78.2% | -23.3% | +101.5% | +93.2% |
| 5Y | +38.8% | -31.2% | +70.0% | +56.9% |
| All | +202.3% | +5.0% | +197.2% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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