+259.3%
ECHO vs WAB
+231.1%
+28.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +3.7% |
| 7D | +8.6% | +1.7% | +6.9% | +7.6% |
| 30D | +3.8% | -2.4% | +6.2% | +5.0% |
| 3M | -19.9% | +9.7% | -29.6% | -24.8% |
| 6M | -12.1% | +16.5% | -28.6% | -20.7% |
| YTD | -14.1% | +33.7% | -47.8% | -29.0% |
| 1Y | +15.9% | +49.7% | -33.8% | -10.9% |
| 3Y | +417.8% | +170.9% | +246.9% | +185.9% |
| 5Y | +259.3% | +228.0% | +31.3% | +82.5% |
| All | +259.3% | +231.1% | +28.3% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling