+192.5%
ECHO vs GWW
+570.2%
-377.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +3.7% | -3.4% | +7.1% | +5.0% |
| 30D | +0.7% | -1.9% | +2.6% | +1.3% |
| 3M | -27.3% | -2.4% | -24.9% | -27.2% |
| 6M | -17.0% | +15.7% | -32.7% | -22.2% |
| YTD | -14.3% | +27.6% | -41.9% | -22.9% |
| 1Y | +20.9% | +27.2% | -6.3% | +8.9% |
| 3Y | +423.0% | +89.7% | +333.3% | +311.5% |
| 5Y | +265.7% | +223.9% | +41.8% | +137.9% |
| All | +192.5% | +570.2% | -377.7% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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