+251.0%
ECHO vs WPM
+261.4%
-10.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | +5.3% | +3.9% | +1.5% | +4.2% |
| 30D | +2.4% | +17.7% | -15.2% | -2.5% |
| 3M | -21.8% | +39.4% | -61.2% | -29.2% |
| 6M | -16.9% | +6.4% | -23.3% | -19.6% |
| YTD | -16.0% | +34.0% | -50.0% | -23.8% |
| 1Y | +9.3% | +50.5% | -41.2% | -4.3% |
| 3Y | +406.2% | +280.3% | +125.9% | +241.6% |
| 5Y | +251.0% | +266.3% | -15.4% | +134.3% |
| All | +251.0% | +261.4% | -10.4% | +134.3% |
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