+278.6%
ECHO vs WCC
+745.9%
-467.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.5% |
| 7D | +5.7% | +9.9% | -4.3% | +2.2% |
| 30D | +13.8% | -8.4% | +22.3% | +17.3% |
| 3M | +9.1% | -10.3% | +19.4% | +12.9% |
| 6M | -24.9% | -10.5% | -14.5% | -23.0% |
| YTD | -8.0% | +32.2% | -40.2% | -18.5% |
| 1Y | +42.9% | +25.5% | +17.4% | +28.7% |
| 3Y | +926.7% | +134.7% | +792.0% | +612.6% |
| 5Y | +230.4% | +139.9% | +90.4% | +116.0% |
| 10Y | +145.9% | +433.5% | -287.6% | +8.9% |
| All | +278.6% | +745.9% | -467.3% | +26.3% |
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 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