+33.6%
ECHO vs WWD
+41.9%
-8.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +2.4% | -7.2% | +9.5% | +4.3% |
| 3M | -28.0% | -3.8% | -24.1% | -27.5% |
| 6M | -21.2% | -9.9% | -11.3% | -20.2% |
| YTD | -17.4% | +14.8% | -32.2% | -16.5% |
| 1Y | +33.6% | +42.1% | -8.5% | +37.4% |
| All | +33.6% | +41.9% | -8.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling