+34.2%
ECHO vs WETO
-99.3%
+133.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.4% | -14.7% | -3.3% |
| 7D | +4.6% | +3.6% | +1.0% | +4.6% |
| 30D | +0.4% | -17.2% | +17.7% | +0.4% |
| 3M | +7.7% | -83.7% | +91.4% | +7.2% |
| 6M | -18.0% | -98.3% | +80.2% | -14.8% |
| YTD | -9.3% | -99.0% | +89.7% | -1.1% |
| 1Y | +34.2% | -99.4% | +133.6% | +49.5% |
| All | +34.2% | -99.3% | +133.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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