+144.9%
ECHO vs BWA
+94.2%
+50.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.7% | +4.3% | +1.4% | +3.9% |
| 30D | +13.8% | -13.0% | +26.8% | +20.6% |
| 3M | +9.1% | -24.8% | +33.9% | +22.3% |
| 6M | -24.9% | -23.5% | -1.4% | -17.0% |
| YTD | -8.0% | +13.8% | -21.8% | -16.8% |
| 1Y | +42.9% | +13.4% | +29.5% | +29.3% |
| 3Y | +926.7% | +62.8% | +863.9% | +671.3% |
| 5Y | +230.4% | +28.5% | +201.9% | +166.3% |
| All | +144.9% | +94.2% | +50.6% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling