+191.3%
ECHO vs WAT
+156.2%
+35.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +5.3% | -1.8% | +7.1% | +5.9% |
| 30D | +2.4% | -1.7% | +4.1% | +2.9% |
| 3M | -21.8% | +9.1% | -30.9% | -24.1% |
| 6M | -16.9% | +32.4% | -49.4% | -24.7% |
| YTD | -16.0% | +6.6% | -22.6% | -18.9% |
| 1Y | +9.3% | +34.7% | -25.4% | -3.0% |
| 3Y | +406.2% | +53.6% | +352.6% | +313.1% |
| 5Y | +251.0% | -4.1% | +255.0% | +230.5% |
| 10Y | +191.3% | +167.9% | +23.4% | +82.0% |
| All | +191.3% | +156.2% | +35.0% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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