+259.3%
ECHO vs W
-63.0%
+322.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +8.6% | +6.5% | +2.1% | +7.5% |
| 30D | +3.8% | -6.2% | +10.0% | +4.7% |
| 3M | -19.9% | +48.9% | -68.8% | -25.4% |
| 6M | -12.1% | +31.2% | -43.3% | -17.0% |
| YTD | -14.1% | -0.4% | -13.6% | -15.9% |
| 1Y | +15.9% | +14.8% | +1.0% | +9.8% |
| 3Y | +417.8% | +40.5% | +377.3% | +342.3% |
| 5Y | +259.3% | -62.1% | +321.4% | +246.9% |
| All | +259.3% | -63.0% | +322.3% | +246.9% |
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