+423.0%
ECHO vs WY
-24.8%
+447.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +3.7% | -4.2% | +7.9% | +5.8% |
| 30D | +0.7% | -10.1% | +10.8% | +5.8% |
| 3M | -27.3% | -8.5% | -18.8% | -25.0% |
| 6M | -17.0% | -3.3% | -13.6% | -17.3% |
| YTD | -14.3% | -4.4% | -9.9% | -14.8% |
| 1Y | +20.9% | -11.5% | +32.4% | +25.8% |
| 3Y | +423.0% | -24.3% | +447.3% | +521.6% |
| All | +423.0% | -24.8% | +447.8% | +521.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling