+137.3%
ECHO vs W
+176.2%
-38.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | +3.4% | -4.2% | +7.6% | +4.0% |
| 30D | +2.4% | -7.6% | +9.9% | +3.3% |
| 3M | -28.0% | +37.2% | -65.1% | -31.3% |
| 6M | -21.2% | +26.3% | -47.6% | -24.5% |
| YTD | -17.4% | -1.0% | -16.4% | -18.8% |
| 1Y | +33.6% | +20.1% | +13.5% | +27.0% |
| 3Y | +419.7% | +37.8% | +381.9% | +362.7% |
| 5Y | +241.7% | -63.7% | +305.4% | +222.0% |
| 10Y | +180.8% | +156.3% | +24.4% | +97.0% |
| All | +137.3% | +176.2% | -38.9% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling