+240.0%
ECHO vs WAB
+1,676.8%
-1,436.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +3.4% | -3.2% | +6.6% | +4.8% |
| 30D | +2.4% | -4.4% | +6.8% | +4.2% |
| 3M | -28.0% | +7.9% | -35.8% | -30.7% |
| 6M | -21.2% | +8.7% | -30.0% | -24.6% |
| YTD | -17.4% | +33.0% | -50.4% | -27.4% |
| 1Y | +33.6% | +46.7% | -13.1% | +12.4% |
| 3Y | +419.7% | +153.0% | +266.7% | +251.8% |
| 5Y | +241.7% | +222.3% | +19.4% | +108.2% |
| 10Y | +180.8% | +291.0% | -110.2% | +48.5% |
| All | +240.0% | +1,676.8% | -1,436.8% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling