-21.6%
ECHO vs W
+77.2%
-98.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.6% | +2.4% | +5.8% |
| 7D | +3.0% | +3.3% | -0.3% | +2.3% |
| 30D | +6.7% | +10.5% | -3.8% | +4.0% |
| 3M | +12.4% | +9.6% | +2.7% | +9.5% |
| All | -21.6% | +77.2% | -98.8% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling