+34.2%
ECHO vs WST
+47.3%
-13.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | +4.6% | +1.3% | +3.3% | +4.4% |
| 30D | +0.4% | +8.5% | -8.1% | -0.7% |
| 3M | +7.7% | +17.2% | -9.5% | +5.3% |
| 6M | -18.0% | +36.3% | -54.3% | -20.8% |
| YTD | -9.3% | +48.9% | -58.2% | -16.6% |
| 1Y | +34.2% | +42.9% | -8.7% | +24.0% |
| All | +34.2% | +47.3% | -13.1% | +24.0% |
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