+188.4%
ECHO vs WCC
+518.6%
-330.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.8% |
| 7D | +2.3% | +1.7% | +0.6% | +1.6% |
| 30D | +4.4% | -6.1% | +10.5% | +6.6% |
| 3M | -20.3% | +3.1% | -23.4% | -21.8% |
| 6M | -15.3% | +28.2% | -43.6% | -24.1% |
| YTD | -15.5% | +41.1% | -56.6% | -27.3% |
| 1Y | +15.0% | +61.3% | -46.3% | -6.7% |
| 3Y | +409.1% | +123.6% | +285.5% | +251.7% |
| 5Y | +260.6% | +214.8% | +45.8% | +106.9% |
| All | +188.4% | +518.6% | -330.1% | +10.3% |
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