+206.3%
ECHO vs WETO
-99.4%
+305.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.4% |
| 7D | +3.7% | -4.3% | +8.0% | +3.7% |
| 30D | +0.7% | -39.9% | +40.6% | -0.4% |
| 3M | -27.3% | -97.9% | +70.6% | -22.2% |
| 6M | -17.0% | -95.0% | +78.1% | -15.6% |
| YTD | -14.3% | -97.2% | +82.8% | -11.2% |
| 1Y | +20.9% | -98.9% | +119.8% | +29.3% |
| All | +206.3% | -99.4% | +305.7% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling