+40.1%
ECL vs WY
-31.7%
+71.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -5.1% | +2.8% | 0.0% |
| 30D | +8.3% | +9.0% | -0.7% | +4.1% |
| 3M | +8.4% | -16.7% | +25.2% | +17.2% |
| 6M | +23.3% | -10.3% | +33.5% | +28.6% |
| YTD | +18.2% | -10.5% | +28.7% | +22.9% |
| 1Y | +18.8% | -5.9% | +24.6% | +20.6% |
| 3Y | +78.5% | -24.7% | +103.2% | +93.6% |
| 5Y | +40.1% | -31.5% | +71.6% | +60.1% |
| All | +40.1% | -31.7% | +71.7% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling