+253.7%
ECHO vs WTW
+382.8%
-129.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +5.0% |
| 7D | +8.6% | -2.7% | +11.3% | +9.5% |
| 30D | +3.8% | -5.6% | +9.4% | +5.6% |
| 3M | -19.9% | +26.5% | -46.4% | -26.5% |
| 6M | -12.1% | +8.1% | -20.2% | -15.7% |
| YTD | -14.1% | -0.3% | -13.8% | -15.8% |
| 1Y | +15.9% | -0.9% | +16.7% | +13.4% |
| 3Y | +417.8% | +66.6% | +351.2% | +317.1% |
| 5Y | +259.3% | +54.0% | +205.3% | +194.2% |
| 10Y | +192.7% | +198.1% | -5.4% | +84.0% |
| All | +253.7% | +382.8% | -129.1% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling