+33.6%
ECHO vs WST
+37.6%
-4.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +2.4% | -3.1% | +5.5% | +2.8% |
| 3M | -28.0% | +7.2% | -35.2% | -28.3% |
| 6M | -21.2% | +36.8% | -58.1% | -24.1% |
| YTD | -17.4% | +23.8% | -41.2% | -20.9% |
| 1Y | +33.6% | +37.8% | -4.2% | +25.6% |
| All | +33.6% | +37.6% | -4.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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