+33.6%
ECHO vs NWSA
+5.5%
+28.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +3.4% | -1.9% | +5.3% | +3.6% |
| 30D | +2.4% | +4.6% | -2.2% | +1.9% |
| 3M | -28.0% | +13.2% | -41.2% | -29.4% |
| 6M | -21.2% | +27.0% | -48.2% | -25.5% |
| YTD | -17.4% | +16.8% | -34.2% | -19.2% |
| 1Y | +33.6% | +4.5% | +29.1% | +32.3% |
| All | +33.6% | +5.5% | +28.1% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling