+42.9%
ECHO vs WEC
+9.5%
+33.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.2% |
| 7D | +5.7% | +2.3% | +3.4% | +6.4% |
| 30D | +13.8% | +11.1% | +2.8% | +17.1% |
| 3M | +9.1% | +8.4% | +0.6% | +11.4% |
| 6M | -24.9% | +7.5% | -32.4% | -23.4% |
| YTD | -8.0% | +15.3% | -23.3% | +1.4% |
| 1Y | +42.9% | +9.7% | +33.2% | +51.3% |
| All | +42.9% | +9.5% | +33.4% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling