+14,137.6%
ECL vs WY
+607.0%
+13,530.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | -5.1% | +2.8% | -0.5% |
| 30D | +8.3% | +9.0% | -0.7% | +4.9% |
| 3M | +8.4% | -16.7% | +25.2% | +15.3% |
| 6M | +23.3% | -10.3% | +33.5% | +27.5% |
| YTD | +18.2% | -10.5% | +28.7% | +22.1% |
| 1Y | +18.8% | -5.9% | +24.6% | +20.4% |
| 3Y | +78.5% | -24.7% | +103.2% | +92.3% |
| 5Y | +40.1% | -31.5% | +71.6% | +55.4% |
| 10Y | +196.5% | +4.7% | +191.8% | +166.9% |
| All | +14,137.6% | +607.0% | +13,530.7% | +6,595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling