+349.6%
ECHO vs GWRE
+736.4%
-386.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +2.3% | -30.9% | +33.2% | +9.6% |
| 30D | +4.4% | -20.7% | +25.1% | +8.4% |
| 3M | -20.3% | +20.2% | -40.5% | -25.2% |
| 6M | -15.3% | -11.9% | -3.5% | -16.0% |
| YTD | -15.5% | -30.3% | +14.8% | -11.9% |
| 1Y | +15.0% | -44.6% | +59.6% | +26.4% |
| 3Y | +409.1% | +48.8% | +360.4% | +331.5% |
| 5Y | +260.6% | +14.8% | +245.9% | +216.0% |
| 10Y | +193.0% | +128.1% | +64.9% | +113.8% |
| All | +349.6% | +736.4% | -386.8% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling