+283.1%
ECHO vs WEC
+786.4%
-503.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.1% | +5.8% | +6.6% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +6.7% | +12.9% | -6.2% | +2.7% |
| 3M | +12.4% | +9.8% | +2.6% | +9.0% |
| 6M | -20.4% | +6.7% | -27.2% | -22.4% |
| YTD | -6.9% | +14.0% | -20.9% | -11.2% |
| 1Y | +37.7% | +7.3% | +30.4% | +33.7% |
| 3Y | +902.9% | +63.8% | +839.1% | +743.3% |
| 5Y | +275.3% | +54.8% | +220.6% | +219.2% |
| 10Y | +159.0% | +185.7% | -26.7% | +63.1% |
| All | +283.1% | +786.4% | -503.2% | +4.5% |
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