+240.0%
ECHO vs WCN
+1,276.8%
-1,036.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | +2.4% | +0.4% | +1.9% | +2.1% |
| 3M | -28.0% | +7.3% | -35.3% | -30.6% |
| 6M | -21.2% | -2.5% | -18.7% | -21.3% |
| YTD | -17.4% | -5.4% | -12.0% | -16.6% |
| 1Y | +33.6% | -8.5% | +42.0% | +36.3% |
| 3Y | +419.7% | +20.8% | +398.9% | +367.7% |
| 5Y | +241.7% | +30.0% | +211.7% | +191.4% |
| 10Y | +180.8% | +238.4% | -57.7% | +50.3% |
| All | +240.0% | +1,276.8% | -1,036.8% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling