+9.3%
ECHO vs WWD
+41.0%
-31.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +2.4% | -5.1% | +7.5% | +3.9% |
| 3M | -21.8% | -11.2% | -10.6% | -19.7% |
| 6M | -16.9% | -12.0% | -4.9% | -15.1% |
| YTD | -16.0% | +12.0% | -28.0% | -15.6% |
| 1Y | +9.3% | +42.8% | -33.5% | +4.0% |
| All | +9.3% | +41.0% | -31.7% | +4.0% |
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