+259.3%
ECHO vs BWA
+88.6%
+170.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.7% |
| 7D | +8.6% | +4.3% | +4.3% | +6.8% |
| 30D | +3.8% | -2.9% | +6.7% | +4.7% |
| 3M | -19.9% | -12.4% | -7.5% | -16.1% |
| 6M | -12.1% | +28.6% | -40.6% | -20.8% |
| YTD | -14.1% | +48.2% | -62.3% | -29.3% |
| 1Y | +15.9% | +50.9% | -35.1% | -5.9% |
| 3Y | +417.8% | +72.2% | +345.7% | +281.7% |
| 5Y | +259.3% | +91.1% | +168.2% | +149.8% |
| All | +259.3% | +88.6% | +170.7% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling