+20.9%
ECHO vs WSM
+12.7%
+8.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +3.7% | -0.5% | +4.2% | +3.9% |
| 30D | +0.7% | -7.7% | +8.4% | +3.0% |
| 3M | -27.3% | +3.8% | -31.1% | -28.3% |
| 6M | -17.0% | +22.7% | -39.6% | -22.2% |
| YTD | -14.3% | +28.0% | -42.3% | -22.9% |
| 1Y | +20.9% | +12.7% | +8.2% | +12.7% |
| All | +20.9% | +12.7% | +8.2% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling