+278.6%
ECHO vs WU
-38.4%
+317.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.4% |
| 7D | +5.7% | -2.0% | +7.7% | +6.5% |
| 30D | +13.8% | +11.4% | +2.4% | +8.7% |
| 3M | +9.1% | -6.8% | +15.9% | +10.8% |
| 6M | -24.9% | -14.6% | -10.3% | -22.3% |
| YTD | -8.0% | -20.6% | +12.6% | -2.8% |
| 1Y | +42.9% | -15.4% | +58.3% | +47.4% |
| 3Y | +926.7% | -23.6% | +950.3% | +983.4% |
| 5Y | +230.4% | -43.4% | +273.7% | +281.9% |
| 10Y | +145.9% | -38.8% | +184.7% | +170.8% |
| All | +278.6% | -38.4% | +317.0% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling