+191.3%
ECHO vs BWA
+142.7%
+48.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +2.4% | -5.6% | +8.0% | +4.7% |
| 3M | -21.8% | -10.7% | -11.1% | -18.4% |
| 6M | -16.9% | +23.2% | -40.1% | -24.7% |
| YTD | -16.0% | +46.0% | -62.0% | -31.2% |
| 1Y | +9.3% | +51.2% | -41.9% | -12.3% |
| 3Y | +406.2% | +69.6% | +336.6% | +275.3% |
| 5Y | +251.0% | +86.6% | +164.4% | +142.2% |
| 10Y | +191.3% | +152.3% | +39.0% | +69.2% |
| All | +191.3% | +142.7% | +48.6% | +69.2% |
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