+210.8%
ECHO vs NWSA
+102.5%
+108.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.8% |
| 7D | +5.7% | +2.2% | +3.5% | +4.8% |
| 30D | +13.8% | -8.8% | +22.6% | +17.8% |
| 3M | +9.1% | -6.5% | +15.6% | +11.4% |
| 6M | -24.9% | +1.5% | -26.4% | -26.6% |
| YTD | -8.0% | +4.0% | -12.0% | -11.6% |
| 1Y | +42.9% | +3.4% | +39.5% | +37.7% |
| 3Y | +926.7% | +34.8% | +891.8% | +786.9% |
| 5Y | +230.4% | +18.4% | +212.0% | +194.1% |
| 10Y | +145.9% | +149.2% | -3.3% | +52.6% |
| All | +210.8% | +102.5% | +108.3% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling