+191.3%
ECHO vs W
+142.4%
+48.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +5.3% | +5.9% | -0.6% | +4.5% |
| 30D | +2.4% | -3.0% | +5.5% | +2.8% |
| 3M | -21.8% | +40.3% | -62.1% | -26.0% |
| 6M | -16.9% | +32.2% | -49.1% | -21.2% |
| YTD | -16.0% | -0.3% | -15.7% | -17.6% |
| 1Y | +9.3% | +16.2% | -6.9% | +4.0% |
| 3Y | +406.2% | +40.7% | +365.5% | +344.4% |
| 5Y | +251.0% | -62.3% | +313.3% | +229.6% |
| 10Y | +191.3% | +162.2% | +29.0% | +84.4% |
| All | +191.3% | +142.4% | +48.9% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling