+277.5%
ECHO vs WM
+61.6%
+215.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +9.8% | +13.7% | -3.8% | +7.4% |
| 3M | +16.8% | +5.2% | +11.6% | +15.7% |
| 6M | -18.1% | +11.2% | -29.3% | -20.4% |
| YTD | -4.2% | +9.4% | -13.6% | -6.4% |
| 1Y | +41.2% | +20.4% | +20.8% | +34.3% |
| 3Y | +943.7% | +44.7% | +899.0% | +860.7% |
| 5Y | +277.5% | +58.5% | +219.0% | +240.6% |
| All | +277.5% | +61.6% | +215.9% | +240.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling