+29,154.7%
WM vs ECL
+14,294.1%
+14,860.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.2% |
| 7D | +4.5% | +1.7% | +2.8% | +3.9% |
| 30D | +16.1% | +8.9% | +7.2% | +12.7% |
| 3M | +8.0% | +7.4% | +0.6% | +5.3% |
| 6M | +8.4% | +19.3% | -10.9% | +1.6% |
| YTD | +11.2% | +17.4% | -6.2% | +4.4% |
| 1Y | +22.3% | +19.4% | +2.9% | +14.1% |
| 3Y | +50.2% | +80.5% | -30.2% | +20.6% |
| 5Y | +63.3% | +40.2% | +23.1% | +40.2% |
| 10Y | +355.0% | +207.8% | +147.2% | +195.2% |
| All | +29,154.7% | +14,294.1% | +14,860.6% | +8,421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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