+240.0%
ECHO vs BWA
+291.6%
-51.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.9% |
| 7D | +3.4% | +5.7% | -2.3% | +1.4% |
| 30D | +2.4% | +1.4% | +1.0% | +1.7% |
| 3M | -28.0% | -12.1% | -15.9% | -24.9% |
| 6M | -21.2% | +28.6% | -49.8% | -28.5% |
| YTD | -17.4% | +51.1% | -68.5% | -30.6% |
| 1Y | +33.6% | +55.9% | -22.3% | +10.7% |
| 3Y | +419.7% | +70.1% | +349.5% | +309.8% |
| 5Y | +241.7% | +90.7% | +151.0% | +154.2% |
| 10Y | +180.8% | +154.0% | +26.8% | +80.9% |
| All | +240.0% | +291.6% | -51.6% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling