+151.3%
ECHO vs WWD
+468.3%
-317.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.4% |
| 7D | +3.6% | +3.7% | -0.1% | +2.3% |
| 30D | +7.5% | +1.8% | +5.7% | +6.9% |
| 3M | +16.2% | -5.0% | +21.1% | +18.7% |
| 6M | -20.9% | -8.4% | -12.5% | -18.5% |
| YTD | -6.0% | +12.3% | -18.3% | -11.8% |
| 1Y | +43.4% | +26.2% | +17.1% | +27.0% |
| 3Y | +924.0% | +154.6% | +769.5% | +561.9% |
| 5Y | +249.6% | +195.3% | +54.4% | +107.0% |
| 10Y | +151.3% | +466.3% | -315.0% | +13.7% |
| All | +151.3% | +468.3% | -317.1% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling