+188.4%
ECHO vs WY
+7.2%
+181.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.7% |
| 7D | +2.3% | -3.7% | +6.0% | +3.9% |
| 30D | +4.4% | -11.3% | +15.7% | +9.6% |
| 3M | -20.3% | -8.1% | -12.2% | -18.2% |
| 6M | -15.3% | -7.4% | -7.9% | -13.7% |
| YTD | -15.5% | -4.7% | -10.8% | -15.2% |
| 1Y | +15.0% | -9.2% | +24.2% | +17.7% |
| 3Y | +409.1% | -24.7% | +433.8% | +465.2% |
| 5Y | +260.6% | -21.6% | +282.2% | +288.9% |
| All | +188.4% | +7.2% | +181.2% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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