+192.7%
ECHO vs WST
+321.8%
-129.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +8.6% | -0.3% | +8.8% | +8.6% |
| 30D | +3.8% | -4.6% | +8.4% | +4.5% |
| 3M | -19.9% | +5.7% | -25.6% | -20.6% |
| 6M | -12.1% | +37.6% | -49.6% | -16.7% |
| YTD | -14.1% | +23.0% | -37.1% | -17.3% |
| 1Y | +15.9% | +33.8% | -18.0% | +9.6% |
| 3Y | +417.8% | -13.4% | +431.2% | +406.2% |
| 5Y | +259.3% | -27.0% | +286.3% | +253.0% |
| 10Y | +192.7% | +324.5% | -131.8% | +90.5% |
| All | +192.7% | +321.8% | -129.1% | +90.5% |
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