+902.9%
ECHO vs WEC
+60.5%
+842.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.1% | +5.8% | +6.8% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +6.7% | +12.9% | -6.2% | +4.9% |
| 3M | +12.4% | +9.8% | +2.6% | +10.9% |
| 6M | -20.4% | +6.7% | -27.2% | -21.3% |
| YTD | -6.9% | +14.0% | -20.9% | -9.3% |
| 1Y | +37.7% | +7.3% | +30.4% | +36.3% |
| 3Y | +902.9% | +63.8% | +839.1% | +692.4% |
| All | +902.9% | +60.5% | +842.4% | +692.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling