+42.9%
ECHO vs WY
-3.6%
+46.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.9% |
| 7D | +5.7% | -0.8% | +6.5% | +5.7% |
| 30D | +13.8% | +10.1% | +3.7% | +12.6% |
| 3M | +9.1% | -15.4% | +24.5% | +13.3% |
| 6M | -24.9% | -8.3% | -16.6% | -24.8% |
| YTD | -8.0% | -9.8% | +1.8% | -9.2% |
| 1Y | +42.9% | -3.9% | +46.8% | +30.3% |
| All | +42.9% | -3.6% | +46.5% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling