+271.6%
ECHO vs WU
-39.2%
+310.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | +9.1% | -5.3% | +14.4% | +11.2% |
| 30D | +7.2% | +9.0% | -1.8% | +3.2% |
| 3M | +6.1% | -3.6% | +9.6% | +6.3% |
| 6M | -24.2% | -19.4% | -4.8% | -19.8% |
| YTD | -9.7% | -21.7% | +12.0% | -4.2% |
| 1Y | +40.9% | -16.1% | +57.1% | +45.8% |
| 3Y | +883.3% | -24.1% | +907.4% | +939.9% |
| 5Y | +224.2% | -44.1% | +268.3% | +276.6% |
| 10Y | +141.3% | -39.6% | +180.9% | +167.0% |
| All | +271.6% | -39.2% | +310.8% | +261.1% |
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 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