+224.2%
ECHO vs WCN
+48.2%
+176.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.1% |
| 7D | +9.1% | +1.2% | +8.0% | +9.0% |
| 30D | +7.2% | +26.4% | -19.3% | +3.4% |
| 3M | +6.1% | +17.5% | -11.4% | +3.6% |
| 6M | -24.2% | +28.7% | -52.9% | -27.8% |
| YTD | -9.7% | +11.5% | -21.2% | -11.0% |
| 1Y | +40.9% | +15.9% | +25.1% | +37.4% |
| 3Y | +883.3% | +51.6% | +831.7% | +805.7% |
| 5Y | +224.2% | +47.9% | +176.2% | +210.1% |
| All | +224.2% | +48.2% | +176.0% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling