+146.4%
ECHO vs WING
+672.3%
-525.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +3.6% | -0.5% | +4.2% | +3.7% |
| 30D | +7.5% | +32.3% | -24.8% | +2.8% |
| 3M | +16.2% | +50.2% | -34.0% | +8.5% |
| 6M | -20.9% | +31.7% | -52.5% | -25.2% |
| YTD | -6.0% | -29.6% | +23.6% | -3.1% |
| 1Y | +43.4% | -29.7% | +73.1% | +47.3% |
| 3Y | +924.0% | -19.8% | +943.8% | +904.9% |
| 5Y | +249.6% | +3.1% | +246.6% | +218.6% |
| 10Y | +151.3% | +682.9% | -531.6% | +51.4% |
| All | +146.4% | +672.3% | -525.9% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling