+188.4%
ECHO vs NWSA
+148.8%
+39.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +2.3% | -4.8% | +7.0% | +4.4% |
| 30D | +4.4% | +3.0% | +1.4% | +2.9% |
| 3M | -20.3% | +9.3% | -29.6% | -24.0% |
| 6M | -15.3% | +23.2% | -38.5% | -23.8% |
| YTD | -15.5% | +13.3% | -28.8% | -21.4% |
| 1Y | +15.0% | +2.9% | +12.1% | +11.3% |
| 3Y | +409.1% | +43.3% | +365.8% | +328.9% |
| 5Y | +260.6% | +40.9% | +219.7% | +197.7% |
| All | +188.4% | +148.8% | +39.6% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling