+829.5%
ECHO vs WM
+48.5%
+781.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.4% |
| 7D | +4.6% | +5.9% | -1.3% | +4.1% |
| 30D | +0.4% | +15.4% | -15.0% | -1.5% |
| 3M | +7.7% | +6.3% | +1.3% | +6.8% |
| 6M | -18.0% | +5.6% | -23.6% | -18.9% |
| YTD | -9.3% | +9.9% | -19.2% | -11.3% |
| 1Y | +34.2% | +20.8% | +13.4% | +27.2% |
| All | +829.5% | +48.5% | +781.0% | +732.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling