+412.7%
ECHO vs GWW
+89.5%
+323.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +5.3% | -0.5% | +5.8% | +5.5% |
| 30D | +2.4% | -1.4% | +3.9% | +3.0% |
| 3M | -21.8% | -3.6% | -18.1% | -21.2% |
| 6M | -16.9% | +15.1% | -32.0% | -25.4% |
| YTD | -16.0% | +27.5% | -43.5% | -30.1% |
| 1Y | +9.3% | +29.6% | -20.3% | -10.3% |
| All | +412.7% | +89.5% | +323.3% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling