+33.6%
ECHO vs FWONK
-4.6%
+38.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +3.4% | -6.2% | +9.6% | +4.4% |
| 30D | +2.4% | -0.6% | +2.9% | +2.4% |
| 3M | -28.0% | +11.1% | -39.0% | -29.6% |
| 6M | -21.2% | +11.7% | -33.0% | -22.9% |
| YTD | -17.4% | -3.1% | -14.3% | -19.3% |
| 1Y | +33.6% | -4.2% | +37.8% | +33.1% |
| All | +33.6% | -4.6% | +38.2% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling