+159.0%
ECHO vs WM
+337.2%
-178.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +6.7% | +13.3% | -6.6% | +1.5% |
| 3M | +12.4% | +4.4% | +8.0% | +10.0% |
| 6M | -20.4% | +10.8% | -31.2% | -24.6% |
| YTD | -6.9% | +9.1% | -16.0% | -11.3% |
| 1Y | +37.7% | +19.1% | +18.6% | +26.1% |
| 3Y | +902.9% | +45.7% | +857.2% | +732.5% |
| 5Y | +275.3% | +60.4% | +214.9% | +192.5% |
| 10Y | +159.0% | +328.7% | -169.7% | +41.0% |
| All | +159.0% | +337.2% | -178.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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