+273.4%
ECHO vs WM
+1,083.6%
-810.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -4.0% |
| 7D | +4.6% | +5.9% | -1.3% | +1.8% |
| 30D | +0.4% | +15.4% | -15.0% | -6.6% |
| 3M | +7.7% | +6.3% | +1.3% | +3.9% |
| 6M | -18.0% | +5.6% | -23.6% | -21.5% |
| YTD | -9.3% | +9.9% | -19.2% | -15.0% |
| 1Y | +34.2% | +20.8% | +13.4% | +19.7% |
| 3Y | +538.7% | +48.5% | +490.2% | +405.2% |
| 5Y | +279.9% | +60.6% | +219.3% | +182.4% |
| 10Y | +168.2% | +349.8% | -181.6% | +10.0% |
| All | +273.4% | +1,083.6% | -810.2% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling