+240.0%
ECHO vs WSM
+2,617.0%
-2,377.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | +3.4% | -3.3% | +6.7% | +4.2% |
| 30D | +2.4% | -8.4% | +10.7% | +4.3% |
| 3M | -28.0% | +9.7% | -37.6% | -29.6% |
| 6M | -21.2% | +16.7% | -37.9% | -24.4% |
| YTD | -17.4% | +28.7% | -46.1% | -22.5% |
| 1Y | +33.6% | +13.7% | +19.9% | +28.7% |
| 3Y | +419.7% | +230.1% | +189.6% | +284.1% |
| 5Y | +241.7% | +179.0% | +62.8% | +152.4% |
| 10Y | +180.8% | +1,002.5% | -821.8% | +43.1% |
| All | +240.0% | +2,617.0% | -2,377.0% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling