+926.7%
ECHO vs WCC
+134.5%
+792.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.6% |
| 7D | +5.7% | +9.9% | -4.3% | +1.7% |
| 30D | +13.8% | -8.4% | +22.3% | +17.5% |
| 3M | +9.1% | -10.3% | +19.4% | +13.2% |
| 6M | -24.9% | -10.5% | -14.5% | -22.8% |
| YTD | -8.0% | +32.2% | -40.2% | -20.1% |
| 1Y | +42.9% | +25.5% | +17.4% | +26.5% |
| 3Y | +926.7% | +134.7% | +792.0% | +451.7% |
| All | +926.7% | +134.5% | +792.2% | +451.7% |
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