+150.3%
ECHO vs BWA
+95.7%
+54.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.6% |
| 7D | +3.6% | +1.7% | +1.9% | +3.1% |
| 30D | +7.5% | -14.6% | +22.1% | +14.7% |
| 3M | +16.2% | -26.2% | +42.4% | +31.3% |
| 6M | -20.9% | -18.4% | -2.4% | -14.9% |
| YTD | -6.0% | +14.7% | -20.7% | -15.2% |
| 1Y | +43.4% | +13.3% | +30.0% | +29.7% |
| 3Y | +924.0% | +64.7% | +859.3% | +665.3% |
| 5Y | +249.6% | +32.2% | +217.5% | +178.4% |
| All | +150.3% | +95.7% | +54.6% | +53.8% |
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