+144.9%
ECHO vs WAB
+266.7%
-121.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.3% |
| 7D | +5.7% | +5.1% | +0.6% | +3.3% |
| 30D | +13.8% | +4.0% | +9.8% | +12.1% |
| 3M | +9.1% | +0.1% | +9.0% | +9.3% |
| 6M | -24.9% | +12.8% | -37.7% | -29.6% |
| YTD | -8.0% | +40.1% | -48.1% | -22.8% |
| 1Y | +42.9% | +46.4% | -3.5% | +17.2% |
| 3Y | +926.7% | +167.4% | +759.3% | +532.3% |
| 5Y | +230.4% | +215.0% | +15.3% | +86.5% |
| All | +144.9% | +266.7% | -121.8% | +14.6% |
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