+287.0%
ECHO vs WST
+2,273.8%
-1,986.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.6% | +1.1% | +2.6% | +3.5% |
| 30D | +7.5% | +12.4% | -4.9% | +4.4% |
| 3M | +16.2% | +17.6% | -1.4% | +11.5% |
| 6M | -20.9% | +28.3% | -49.1% | -25.9% |
| YTD | -6.0% | +50.5% | -56.5% | -16.0% |
| 1Y | +43.4% | +49.4% | -6.0% | +28.0% |
| 3Y | +924.0% | +21.9% | +902.2% | +794.9% |
| 5Y | +249.6% | +0.4% | +249.3% | +213.6% |
| 10Y | +151.3% | +451.5% | -300.2% | +7.9% |
| All | +287.0% | +2,273.8% | -1,986.8% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling