+251.0%
ECHO vs GWW
+221.1%
+29.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +5.3% | -0.5% | +5.8% | +5.5% |
| 30D | +2.4% | -1.4% | +3.9% | +2.9% |
| 3M | -21.8% | -3.6% | -18.1% | -21.2% |
| 6M | -16.9% | +15.1% | -32.0% | -23.5% |
| YTD | -16.0% | +27.5% | -43.5% | -26.8% |
| 1Y | +9.3% | +29.6% | -20.3% | -5.7% |
| 3Y | +406.2% | +90.1% | +316.1% | +276.4% |
| 5Y | +251.0% | +222.6% | +28.4% | +119.7% |
| All | +251.0% | +221.1% | +29.9% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling