+42.9%
ECHO vs WAT
+20.2%
+22.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | +13.8% | +5.4% | +8.4% | +12.9% |
| 3M | +9.1% | +11.3% | -2.2% | +7.1% |
| 6M | -24.9% | +37.4% | -62.4% | -28.5% |
| YTD | -8.0% | +21.2% | -29.2% | -10.7% |
| 1Y | +42.9% | +21.3% | +21.6% | +38.8% |
| All | +42.9% | +20.2% | +22.7% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling