+15.0%
ECHO vs NWSA
+1.3%
+13.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +2.3% | -4.8% | +7.0% | +2.5% |
| 30D | +4.4% | +3.0% | +1.4% | +4.2% |
| 3M | -20.3% | +9.3% | -29.6% | -21.1% |
| 6M | -15.3% | +23.2% | -38.5% | -18.5% |
| YTD | -15.5% | +13.3% | -28.8% | -16.7% |
| 1Y | +15.0% | +2.9% | +12.1% | +7.9% |
| All | +15.0% | +1.3% | +13.6% | +7.9% |
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