+259.0%
ECHO vs WU
-51.0%
+310.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | -19.9% | -1.8% | -18.1% | -21.0% |
| 6M | -12.1% | -23.9% | +11.9% | -3.8% |
| YTD | -14.1% | -20.4% | +6.3% | -8.2% |
| 1Y | +15.9% | -10.6% | +26.4% | +16.8% |
| 3Y | +417.8% | -27.7% | +445.6% | +454.7% |
| All | +259.0% | -51.0% | +310.0% | +324.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling