+259.3%
ECHO vs WEC
+34.9%
+224.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +3.7% |
| 7D | +8.6% | +0.8% | +7.8% | +8.4% |
| 30D | +3.8% | +0.3% | +3.4% | +3.7% |
| 3M | -19.9% | -2.9% | -17.0% | -19.4% |
| 6M | -12.1% | -5.9% | -6.1% | -10.8% |
| YTD | -14.1% | +4.1% | -18.2% | -15.7% |
| 1Y | +15.9% | +3.1% | +12.7% | +13.7% |
| 3Y | +417.8% | +40.8% | +377.1% | +343.5% |
| 5Y | +259.3% | +31.7% | +227.6% | +212.7% |
| All | +259.3% | +34.9% | +224.4% | +212.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling