+152.1%
ECL vs WY
+7.2%
+144.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +1.0% |
| 7D | -2.6% | -3.7% | +1.0% | -1.0% |
| 30D | -4.6% | -11.3% | +6.7% | +0.6% |
| 3M | +6.0% | -8.1% | +14.1% | +9.7% |
| 6M | -3.0% | -7.4% | +4.5% | +0.1% |
| YTD | +4.0% | -4.7% | +8.7% | +5.5% |
| 1Y | +2.0% | -9.2% | +11.2% | +5.4% |
| 3Y | +53.9% | -24.7% | +78.6% | +68.9% |
| 5Y | +27.1% | -21.6% | +48.7% | +35.3% |
| All | +152.1% | +7.2% | +144.9% | +105.2% |
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