-24.2%
ECHO vs WOLF
-46.2%
+22.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.3% |
| 7D | +9.1% | +30.2% | -21.1% | +4.8% |
| 30D | +7.2% | -7.2% | +14.4% | +7.1% |
| 3M | +6.1% | -16.4% | +22.5% | +6.7% |
| 6M | -24.2% | -50.7% | +26.5% | -24.3% |
| All | -24.2% | -46.2% | +22.0% | -24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling