+188.4%
ECHO vs WSM
+1,058.9%
-870.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.0% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +4.4% | -10.7% | +15.1% | +7.3% |
| 3M | -20.3% | +8.5% | -28.8% | -22.1% |
| 6M | -15.3% | +19.6% | -35.0% | -19.6% |
| YTD | -15.5% | +26.6% | -42.1% | -21.0% |
| 1Y | +15.0% | +12.0% | +3.0% | +10.6% |
| 3Y | +409.1% | +226.6% | +182.5% | +263.0% |
| 5Y | +260.6% | +174.1% | +86.5% | +157.4% |
| All | +188.4% | +1,058.9% | -870.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling