+144.9%
ECHO vs WING
+620.3%
-475.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.7% | -2.5% | +8.2% | +6.1% |
| 30D | +13.8% | +29.5% | -15.7% | +9.3% |
| 3M | +9.1% | +40.2% | -31.1% | +3.1% |
| 6M | -24.9% | +32.7% | -57.6% | -29.0% |
| YTD | -8.0% | -32.8% | +24.8% | -4.5% |
| 1Y | +42.9% | -31.7% | +74.6% | +47.4% |
| 3Y | +926.7% | -24.7% | +951.4% | +918.3% |
| 5Y | +230.4% | -0.5% | +230.8% | +203.1% |
| All | +144.9% | +620.3% | -475.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling