+415.7%
ECHO vs WSM
+226.4%
+189.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.6% |
| 3M | -20.3% | +8.5% | -28.8% | -22.3% |
| 6M | -15.3% | +19.6% | -35.0% | -20.0% |
| YTD | -15.5% | +26.6% | -42.1% | -21.6% |
| 1Y | +15.0% | +12.0% | +3.0% | +10.2% |
| All | +415.7% | +226.4% | +189.3% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling