+33.6%
ECHO vs WTW
+3.0%
+30.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | -0.5% |
| 7D | +3.4% | -2.6% | +6.0% | +2.8% |
| 30D | +2.4% | -1.0% | +3.3% | +2.2% |
| 3M | -28.0% | +29.9% | -57.9% | -23.1% |
| 6M | -21.2% | +10.7% | -32.0% | -16.6% |
| YTD | -17.4% | +2.6% | -20.0% | -12.5% |
| 1Y | +33.6% | +2.8% | +30.8% | +41.5% |
| All | +33.6% | +3.0% | +30.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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