+417.8%
ECHO vs WCC
+137.6%
+280.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +3.1% |
| 7D | +8.6% | +8.5% | +0.1% | +5.2% |
| 30D | +3.8% | -1.0% | +4.7% | +4.0% |
| 3M | -19.9% | +2.1% | -22.0% | -21.2% |
| 6M | -12.1% | +36.8% | -48.9% | -24.0% |
| YTD | -14.1% | +47.7% | -61.8% | -28.7% |
| 1Y | +15.9% | +66.5% | -50.7% | -9.9% |
| 3Y | +417.8% | +134.2% | +283.7% | +192.0% |
| All | +417.8% | +137.6% | +280.2% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling