+151.3%
ECHO vs WCC
+453.1%
-301.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -3.1% |
| 7D | +3.6% | +3.3% | +0.3% | +2.5% |
| 30D | +7.5% | -9.4% | +16.9% | +11.3% |
| 3M | +16.2% | -10.5% | +26.7% | +20.4% |
| 6M | -20.9% | -10.4% | -10.5% | -18.8% |
| YTD | -6.0% | +34.4% | -40.4% | -17.9% |
| 1Y | +43.4% | +27.7% | +15.7% | +27.4% |
| 3Y | +924.0% | +137.9% | +786.1% | +590.4% |
| 5Y | +249.6% | +147.0% | +102.6% | +119.8% |
| 10Y | +151.3% | +442.5% | -291.2% | +0.4% |
| All | +151.3% | +453.1% | -301.9% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling