+240.0%
ECHO vs WST
+1,853.5%
-1,613.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | +2.4% | -3.1% | +5.5% | +3.2% |
| 3M | -28.0% | +7.2% | -35.2% | -29.3% |
| 6M | -21.2% | +36.8% | -58.1% | -27.8% |
| YTD | -17.4% | +23.8% | -41.2% | -22.5% |
| 1Y | +33.6% | +37.8% | -4.2% | +21.1% |
| 3Y | +419.7% | -15.9% | +435.6% | +404.2% |
| 5Y | +241.7% | -25.8% | +267.5% | +233.2% |
| 10Y | +180.8% | +319.6% | -138.8% | +30.6% |
| All | +240.0% | +1,853.5% | -1,613.4% | -22.7% |
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