+234.6%
ECHO vs WPM
+210.4%
+24.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.7% | -3.6% | +9.3% | +6.7% |
| 30D | +13.8% | +1.4% | +12.4% | +13.0% |
| 3M | +9.1% | -0.2% | +9.3% | +8.1% |
| 6M | -24.9% | -7.3% | -17.6% | -24.6% |
| YTD | -8.0% | +12.3% | -20.4% | -12.8% |
| 1Y | +42.9% | +24.9% | +18.0% | +31.8% |
| 3Y | +926.7% | +210.4% | +716.3% | +625.6% |
| All | +234.6% | +210.4% | +24.2% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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