+77.4%
ECL vs WY
-24.2%
+101.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -5.1% | +2.8% | -0.6% |
| 30D | +8.3% | +9.0% | -0.7% | +5.2% |
| 3M | +8.4% | -16.7% | +25.2% | +14.8% |
| 6M | +23.3% | -10.3% | +33.5% | +27.3% |
| YTD | +18.2% | -10.5% | +28.7% | +22.1% |
| 1Y | +18.8% | -5.9% | +24.6% | +20.8% |
| All | +77.4% | -24.2% | +101.6% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling