+251.0%
ECHO vs NWSA
+40.1%
+210.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +5.3% | -3.1% | +8.4% | +6.8% |
| 30D | +2.4% | +4.3% | -1.8% | +0.3% |
| 3M | -21.8% | +9.2% | -31.0% | -25.7% |
| 6M | -16.9% | +21.6% | -38.5% | -25.6% |
| YTD | -16.0% | +14.2% | -30.2% | -22.7% |
| 1Y | +9.3% | +1.8% | +7.5% | +6.4% |
| 3Y | +406.2% | +44.4% | +361.8% | +315.9% |
| 5Y | +251.0% | +41.0% | +210.0% | +186.7% |
| All | +251.0% | +40.1% | +210.9% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling