+240.0%
ECHO vs WCC
+822.6%
-582.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.3% |
| 7D | +3.4% | +4.5% | -1.1% | +1.8% |
| 30D | +2.4% | -5.8% | +8.2% | +4.3% |
| 3M | -28.0% | -3.7% | -24.3% | -27.5% |
| 6M | -21.2% | +23.1% | -44.3% | -27.9% |
| YTD | -17.4% | +44.2% | -61.5% | -28.9% |
| 1Y | +33.6% | +62.1% | -28.5% | +9.4% |
| 3Y | +419.7% | +121.1% | +298.6% | +268.6% |
| 5Y | +241.7% | +214.0% | +27.7% | +103.4% |
| 10Y | +180.8% | +472.8% | -292.0% | +21.2% |
| All | +240.0% | +822.6% | -582.5% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling