+275.3%
ECHO vs WAT
+35.9%
+239.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.8% | +5.7% |
| 7D | +3.0% | +6.0% | -3.0% | +1.4% |
| 30D | +6.7% | +9.9% | -3.2% | +4.0% |
| 3M | +12.4% | +17.2% | -4.8% | +7.5% |
| 6M | -20.4% | +34.2% | -54.6% | -26.8% |
| YTD | -6.9% | +25.5% | -32.4% | -13.5% |
| 1Y | +37.7% | +28.3% | +9.5% | +26.9% |
| 3Y | +902.9% | +88.4% | +814.5% | +680.2% |
| 5Y | +275.3% | +36.1% | +239.2% | +211.8% |
| All | +275.3% | +35.9% | +239.4% | +211.8% |
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 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