+926.7%
ECHO vs WCN
+52.1%
+874.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.7% | +2.6% | +3.1% | +5.6% |
| 30D | +13.8% | +23.9% | -10.1% | +11.6% |
| 3M | +9.1% | +17.4% | -8.3% | +7.7% |
| 6M | -24.9% | +28.0% | -52.9% | -27.7% |
| YTD | -8.0% | +11.6% | -19.6% | -7.7% |
| 1Y | +42.9% | +16.9% | +26.0% | +40.8% |
| 3Y | +926.7% | +51.6% | +875.1% | +890.5% |
| All | +926.7% | +52.1% | +874.6% | +890.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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