+192.5%
ECHO vs GWRE
+131.0%
+61.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | -13.2% | +17.0% | +6.7% |
| 30D | +0.7% | -18.6% | +19.3% | +4.0% |
| 3M | -27.3% | +18.9% | -46.2% | -32.0% |
| 6M | -17.0% | -11.0% | -6.0% | -17.8% |
| YTD | -14.3% | -29.9% | +15.6% | -10.3% |
| 1Y | +20.9% | -44.3% | +65.2% | +34.5% |
| 3Y | +423.0% | +51.7% | +371.3% | +327.9% |
| 5Y | +265.7% | +15.4% | +250.2% | +214.6% |
| All | +192.5% | +131.0% | +61.5% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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