+943.7%
ECHO vs BWA
+64.1%
+879.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.9% | +3.6% |
| 7D | +2.2% | -2.4% | +4.6% | +3.2% |
| 30D | +9.8% | -17.7% | +27.5% | +17.4% |
| 3M | +16.8% | -27.0% | +43.8% | +29.7% |
| 6M | -18.1% | -17.3% | -0.8% | -13.2% |
| YTD | -4.2% | +12.9% | -17.0% | -13.4% |
| 1Y | +41.2% | +12.9% | +28.3% | +27.4% |
| 3Y | +943.7% | +62.1% | +881.6% | +621.8% |
| All | +943.7% | +64.1% | +879.6% | +621.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling