+144.9%
ECHO vs WST
+456.5%
-311.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +5.7% | +4.2% | +1.5% | +5.0% |
| 30D | +13.8% | +11.2% | +2.6% | +12.0% |
| 3M | +9.1% | +20.4% | -11.3% | +5.9% |
| 6M | -24.9% | +37.9% | -62.8% | -28.7% |
| YTD | -8.0% | +51.8% | -59.8% | -14.3% |
| 1Y | +42.9% | +56.6% | -13.7% | +32.2% |
| 3Y | +926.7% | +24.2% | +902.5% | +841.4% |
| 5Y | +230.4% | +0.7% | +229.7% | +207.0% |
| All | +144.9% | +456.5% | -311.7% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling