+417.8%
ECHO vs WWD
+164.2%
+253.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.9% |
| 7D | +8.6% | +0.8% | +7.8% | +8.2% |
| 30D | +3.8% | -6.4% | +10.2% | +6.6% |
| 3M | -19.9% | -5.6% | -14.3% | -18.6% |
| 6M | -12.1% | -9.1% | -3.0% | -9.6% |
| YTD | -14.1% | +12.5% | -26.6% | -19.9% |
| 1Y | +15.9% | +41.3% | -25.5% | -4.6% |
| 3Y | +417.8% | +170.2% | +247.6% | +179.1% |
| All | +417.8% | +164.2% | +253.7% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling