+240.0%
ECHO vs WM
+982.0%
-742.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.6% |
| 30D | +2.4% | -2.4% | +4.7% | +3.4% |
| 3M | -28.0% | +0.4% | -28.4% | -28.9% |
| 6M | -21.2% | -9.5% | -11.8% | -18.6% |
| YTD | -17.4% | +0.5% | -17.9% | -18.7% |
| 1Y | +33.6% | -1.1% | +34.7% | +31.8% |
| 3Y | +419.7% | +46.0% | +373.6% | +314.5% |
| 5Y | +241.7% | +51.8% | +189.9% | +161.2% |
| 10Y | +180.8% | +307.5% | -126.8% | +21.4% |
| All | +240.0% | +982.0% | -742.0% | -18.4% |
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