+424.5%
ECHO vs WU
-28.0%
+452.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.0% |
| 7D | +8.6% | -0.8% | +9.4% | +8.8% |
| 30D | +3.8% | -1.1% | +4.9% | +3.9% |
| 3M | -19.9% | -1.8% | -18.1% | -21.2% |
| 6M | -12.1% | -23.9% | +11.9% | -3.1% |
| YTD | -14.1% | -20.4% | +6.3% | -7.9% |
| 1Y | +15.9% | -10.6% | +26.4% | +15.9% |
| All | +424.5% | -28.0% | +452.6% | +426.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling