+240.0%
ECHO vs GWW
+1,965.1%
-1,725.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +3.4% | +1.4% | +2.0% | +2.8% |
| 30D | +2.4% | +3.3% | -0.9% | +0.9% |
| 3M | -28.0% | +2.9% | -30.9% | -29.4% |
| 6M | -21.2% | +15.8% | -37.0% | -26.8% |
| YTD | -17.4% | +32.0% | -49.4% | -27.8% |
| 1Y | +33.6% | +29.9% | +3.7% | +17.4% |
| 3Y | +419.7% | +91.1% | +328.6% | +287.7% |
| 5Y | +241.7% | +223.9% | +17.8% | +99.6% |
| 10Y | +180.8% | +567.0% | -386.3% | +11.1% |
| All | +240.0% | +1,965.1% | -1,725.0% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling