+926.7%
ECHO vs WAB
+168.8%
+757.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.4% |
| 7D | +5.7% | +5.1% | +0.6% | +2.7% |
| 30D | +13.8% | +4.0% | +9.8% | +11.7% |
| 3M | +9.1% | +0.1% | +9.0% | +9.2% |
| 6M | -24.9% | +12.8% | -37.7% | -30.7% |
| YTD | -8.0% | +40.1% | -48.1% | -27.3% |
| 1Y | +42.9% | +46.4% | -3.5% | +9.4% |
| 3Y | +926.7% | +167.4% | +759.3% | +331.2% |
| All | +926.7% | +168.8% | +757.9% | +331.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling