+240.0%
ECHO vs WEC
+701.6%
-461.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +2.4% | -1.3% | +3.6% | +2.7% |
| 3M | -28.0% | -3.9% | -24.0% | -27.3% |
| 6M | -21.2% | -8.3% | -12.9% | -19.5% |
| YTD | -17.4% | +3.1% | -20.4% | -18.6% |
| 1Y | +33.6% | +1.9% | +31.7% | +31.8% |
| 3Y | +419.7% | +41.9% | +377.8% | +358.4% |
| 5Y | +241.7% | +30.8% | +210.9% | +206.2% |
| 10Y | +180.8% | +141.9% | +38.8% | +87.7% |
| All | +240.0% | +701.6% | -461.5% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling