+12,781.7%
ECL vs WY
+688.1%
+12,093.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -2.6% | -1.7% | -0.9% | -2.0% |
| 30D | -2.2% | -10.1% | +7.9% | +1.5% |
| 3M | +10.1% | -5.1% | +15.2% | +11.9% |
| 6M | -5.7% | -4.8% | -1.0% | -4.3% |
| YTD | +7.0% | -0.2% | +7.2% | +6.5% |
| 1Y | +2.7% | -6.6% | +9.3% | +4.4% |
| 3Y | +57.7% | -22.7% | +80.5% | +68.7% |
| 5Y | +31.1% | -22.2% | +53.4% | +39.0% |
| 10Y | +150.9% | +7.3% | +143.6% | +123.5% |
| All | +12,781.7% | +688.1% | +12,093.6% | +5,743.3% |
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 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