+153.6%
ECHO vs WM
+339.4%
-185.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -3.1% | +13.1% | -16.2% | -7.8% |
| 3M | +8.7% | +3.6% | +5.1% | +6.8% |
| 6M | -24.8% | +8.1% | -32.8% | -27.9% |
| YTD | -13.0% | +8.9% | -21.9% | -17.0% |
| 1Y | +33.9% | +20.3% | +13.6% | +22.2% |
| 3Y | +791.8% | +46.2% | +745.6% | +639.5% |
| 5Y | +261.7% | +59.9% | +201.8% | +182.3% |
| All | +153.6% | +339.4% | -185.9% | +33.3% |
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