+191.3%
ECHO vs WEC
+141.2%
+50.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.3% |
| 30D | +2.4% | +0.9% | +1.5% | +2.3% |
| 3M | -21.8% | -5.3% | -16.5% | -21.1% |
| 6M | -16.9% | -6.6% | -10.3% | -16.0% |
| YTD | -16.0% | +3.3% | -19.3% | -16.8% |
| 1Y | +9.3% | +2.1% | +7.2% | +8.3% |
| 3Y | +406.2% | +39.6% | +366.6% | +366.5% |
| 5Y | +251.0% | +31.2% | +219.8% | +226.2% |
| 10Y | +191.3% | +148.4% | +42.8% | +181.3% |
| All | +191.3% | +141.2% | +50.1% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling