+240.0%
ECHO vs WWD
+1,067.3%
-827.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | +2.4% | -7.2% | +9.5% | +5.0% |
| 3M | -28.0% | -3.8% | -24.1% | -27.3% |
| 6M | -21.2% | -9.9% | -11.3% | -18.9% |
| YTD | -17.4% | +14.8% | -32.2% | -22.2% |
| 1Y | +33.6% | +42.1% | -8.5% | +16.0% |
| 3Y | +419.7% | +170.8% | +248.9% | +258.1% |
| 5Y | +241.7% | +197.5% | +44.2% | +123.3% |
| 10Y | +180.8% | +477.8% | -297.1% | +40.6% |
| All | +240.0% | +1,067.3% | -827.3% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling