+240.0%
ECHO vs WU
-36.6%
+276.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | +2.4% | -1.1% | +3.5% | +2.6% |
| 3M | -28.0% | -3.9% | -24.1% | -28.0% |
| 6M | -21.2% | -20.7% | -0.6% | -15.7% |
| YTD | -17.4% | -18.4% | +1.0% | -12.8% |
| 1Y | +33.6% | -8.1% | +41.7% | +33.9% |
| 3Y | +419.7% | -24.2% | +443.8% | +453.9% |
| 5Y | +241.7% | -50.4% | +292.2% | +317.1% |
| 10Y | +180.8% | -40.0% | +220.8% | +213.4% |
| All | +240.0% | -36.6% | +276.7% | +228.4% |
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