+192.5%
ECHO vs WU
-39.1%
+231.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +3.7% | -3.5% | +7.2% | +5.2% |
| 30D | +0.7% | -2.9% | +3.6% | +1.7% |
| 3M | -27.3% | -2.3% | -25.0% | -28.1% |
| 6M | -17.0% | -25.4% | +8.4% | -7.9% |
| YTD | -14.3% | -21.2% | +6.9% | -7.7% |
| 1Y | +20.9% | -8.9% | +29.8% | +21.1% |
| 3Y | +423.0% | -29.0% | +451.9% | +473.4% |
| 5Y | +265.7% | -50.7% | +316.4% | +361.2% |
| All | +192.5% | -39.1% | +231.6% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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