+33.6%
ECHO vs WETO
-98.9%
+132.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.8% | +20.8% | 0.0% |
| 7D | +3.4% | -55.4% | +58.8% | +3.5% |
| 30D | +2.4% | -48.5% | +50.8% | +1.7% |
| 3M | -28.0% | -97.5% | +69.5% | -22.4% |
| 6M | -21.2% | -94.2% | +73.0% | -20.0% |
| YTD | -17.4% | -97.0% | +79.6% | -13.3% |
| 1Y | +33.6% | -98.9% | +132.5% | +43.8% |
| All | +33.6% | -98.9% | +132.5% | +43.8% |
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