+245.4%
ECHO vs WAT
-2.9%
+248.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +3.4% | -1.3% | +4.7% | +3.8% |
| 30D | +2.4% | +2.3% | 0.0% | +1.7% |
| 3M | -28.0% | +8.7% | -36.7% | -29.6% |
| 6M | -21.2% | +28.3% | -49.6% | -26.8% |
| YTD | -17.4% | +7.8% | -25.2% | -19.9% |
| 1Y | +33.6% | +36.6% | -3.0% | +20.2% |
| 3Y | +419.7% | +45.7% | +374.0% | +340.6% |
| All | +245.4% | -2.9% | +248.3% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling