+34.2%
ECHO vs WAB
+46.5%
-12.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | +4.6% | +4.5% | 0.0% | +3.0% |
| 30D | +0.4% | +1.1% | -0.6% | 0.0% |
| 3M | +7.7% | -1.3% | +8.9% | +7.9% |
| 6M | -18.0% | +12.7% | -30.8% | -21.5% |
| YTD | -9.3% | +38.7% | -47.9% | -22.0% |
| 1Y | +34.2% | +44.9% | -10.7% | +12.9% |
| All | +34.2% | +46.5% | -12.3% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling