+251.0%
ECHO vs WWD
+191.3%
+59.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +2.4% | -5.1% | +7.5% | +4.5% |
| 3M | -21.8% | -11.2% | -10.6% | -18.5% |
| 6M | -16.9% | -12.0% | -4.9% | -13.6% |
| YTD | -16.0% | +12.0% | -28.0% | -21.0% |
| 1Y | +9.3% | +42.8% | -33.5% | -8.1% |
| 3Y | +406.2% | +168.9% | +237.3% | +226.5% |
| 5Y | +251.0% | +192.2% | +58.8% | +110.2% |
| All | +251.0% | +191.3% | +59.7% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling