+275.3%
ECHO vs W
-52.3%
+327.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.6% | +2.4% | +6.2% |
| 7D | +3.0% | +3.3% | -0.3% | +2.4% |
| 30D | +6.7% | +10.5% | -3.8% | +4.9% |
| 3M | +12.4% | +9.6% | +2.7% | +10.4% |
| 6M | -20.4% | +76.4% | -96.8% | -28.1% |
| YTD | -6.9% | +16.4% | -23.3% | -11.3% |
| 1Y | +37.7% | +9.3% | +28.4% | +32.0% |
| 3Y | +902.9% | +172.8% | +730.1% | +694.2% |
| 5Y | +275.3% | -53.4% | +328.7% | +237.3% |
| All | +275.3% | -52.3% | +327.6% | +237.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling