+26.8%
ECHO vs WOLF
+60.4%
-33.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.2% | +3.9% |
| 7D | +8.6% | +9.8% | -1.2% | +7.6% |
| 30D | +3.8% | -12.1% | +15.9% | +4.7% |
| 3M | -19.9% | -47.9% | +28.0% | -17.5% |
| 6M | -12.1% | +74.3% | -86.4% | -18.4% |
| YTD | -14.1% | +65.9% | -79.9% | -20.0% |
| All | +26.8% | +60.4% | -33.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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