+26,336.4%
WM vs ECL
+13,009.7%
+13,326.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.3% | -2.6% | +2.3% | +0.6% |
| 30D | -2.4% | -2.2% | -0.2% | -1.7% |
| 3M | +0.4% | +10.1% | -9.7% | -3.0% |
| 6M | -9.5% | -5.7% | -3.7% | -8.1% |
| YTD | +0.5% | +7.0% | -6.5% | -2.5% |
| 1Y | -1.1% | +2.7% | -3.8% | -2.7% |
| 3Y | +46.0% | +57.7% | -11.7% | +22.7% |
| 5Y | +51.8% | +31.1% | +20.7% | +33.3% |
| 10Y | +307.5% | +150.9% | +156.6% | +183.1% |
| All | +26,336.4% | +13,009.7% | +13,326.7% | +7,858.2% |
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