+159.8%
ECHO vs W
+228.8%
-69.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.7% | +3.5% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +9.8% | +6.4% | +3.4% | +8.7% |
| 3M | +16.8% | +9.0% | +7.9% | +15.1% |
| 6M | -18.1% | +69.8% | -87.9% | -24.9% |
| YTD | -4.2% | +12.1% | -16.2% | -7.8% |
| 1Y | +41.2% | 0.0% | +41.2% | +37.7% |
| 3Y | +943.7% | +160.3% | +783.3% | +750.5% |
| 5Y | +277.5% | -53.3% | +330.8% | +244.3% |
| 10Y | +159.8% | +217.0% | -57.2% | +62.4% |
| All | +159.8% | +228.8% | -69.0% | +62.4% |
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