+167.4%
ECHO vs W
+224.6%
-57.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.6% | +2.4% | +6.3% |
| 7D | +3.0% | +3.3% | -0.3% | +2.5% |
| 30D | +6.7% | +10.5% | -3.8% | +5.2% |
| 3M | +12.4% | +9.6% | +2.7% | +10.8% |
| 6M | -20.4% | +76.4% | -96.8% | -26.8% |
| YTD | -6.9% | +16.4% | -23.3% | -10.5% |
| 1Y | +37.7% | +9.3% | +28.4% | +33.0% |
| 3Y | +902.9% | +172.8% | +730.1% | +727.4% |
| 5Y | +275.3% | -53.4% | +328.7% | +243.0% |
| 10Y | +159.0% | +243.6% | -84.6% | +76.5% |
| All | +167.4% | +224.6% | -57.2% | +82.9% |
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 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