+33.6%
ECHO vs W
+25.7%
+7.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | +3.4% | -4.2% | +7.6% | +4.0% |
| 30D | +2.4% | -7.6% | +9.9% | +3.4% |
| 3M | -28.0% | +37.2% | -65.1% | -31.2% |
| 6M | -21.2% | +26.3% | -47.6% | -24.7% |
| YTD | -17.4% | -1.0% | -16.4% | -20.3% |
| 1Y | +33.6% | +20.1% | +13.5% | +33.0% |
| All | +33.6% | +25.7% | +7.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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