+140.3%
ECHO vs WU
-39.7%
+180.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.5% |
| 7D | +9.1% | -5.3% | +14.4% | +11.4% |
| 30D | +7.2% | +9.0% | -1.8% | +2.7% |
| 3M | +6.1% | -3.6% | +9.6% | +6.4% |
| 6M | -24.2% | -19.4% | -4.8% | -19.2% |
| YTD | -9.7% | -21.7% | +12.0% | -3.4% |
| 1Y | +40.9% | -16.1% | +57.1% | +46.3% |
| 3Y | +883.3% | -24.1% | +907.4% | +940.7% |
| 5Y | +224.2% | -44.1% | +268.3% | +284.4% |
| All | +140.3% | -39.7% | +180.0% | +166.3% |
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