+33.6%
ECHO vs WCC
+61.8%
-28.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.9% |
| 7D | +3.4% | +4.5% | -1.1% | +2.3% |
| 30D | +2.4% | -5.8% | +8.2% | +3.7% |
| 3M | -28.0% | -3.7% | -24.3% | -27.7% |
| 6M | -21.2% | +23.1% | -44.3% | -25.5% |
| YTD | -17.4% | +44.2% | -61.5% | -23.5% |
| 1Y | +33.6% | +62.1% | -28.5% | +24.4% |
| All | +33.6% | +61.8% | -28.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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