+188.4%
ECHO vs WAB
+292.7%
-104.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +4.4% | -5.9% | +10.3% | +7.4% |
| 3M | -20.3% | +9.4% | -29.7% | -24.4% |
| 6M | -15.3% | +13.8% | -29.2% | -21.5% |
| YTD | -15.5% | +31.8% | -47.3% | -27.2% |
| 1Y | +15.0% | +48.5% | -33.5% | -6.9% |
| 3Y | +409.1% | +167.0% | +242.2% | +213.3% |
| 5Y | +260.6% | +222.3% | +38.3% | +101.0% |
| All | +188.4% | +292.7% | -104.3% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling