+34.2%
ECHO vs W
+21.5%
+12.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.0% | -14.3% | -5.1% |
| 7D | +4.6% | +8.4% | -3.8% | +3.0% |
| 30D | +0.4% | +16.5% | -16.1% | -2.5% |
| 3M | +7.7% | +6.4% | +1.2% | +6.0% |
| 6M | -18.0% | +90.5% | -108.6% | -27.6% |
| YTD | -9.3% | +23.1% | -32.3% | -15.9% |
| 1Y | +34.2% | +24.3% | +9.9% | +24.5% |
| All | +34.2% | +21.5% | +12.7% | +24.5% |
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