+259.3%
ECHO vs WCC
+229.6%
+29.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +3.2% |
| 7D | +8.6% | +8.5% | +0.1% | +5.5% |
| 30D | +3.8% | -1.0% | +4.7% | +3.9% |
| 3M | -19.9% | +2.1% | -22.0% | -21.1% |
| 6M | -12.1% | +36.8% | -48.9% | -22.6% |
| YTD | -14.1% | +47.7% | -61.8% | -26.9% |
| 1Y | +15.9% | +66.5% | -50.7% | -6.5% |
| 3Y | +417.8% | +134.2% | +283.7% | +256.3% |
| 5Y | +259.3% | +231.6% | +27.7% | +123.6% |
| All | +259.3% | +229.6% | +29.7% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling