+234.6%
ECHO vs WY
-31.4%
+265.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | +5.7% | -0.8% | +6.5% | +6.0% |
| 30D | +13.8% | +10.1% | +3.7% | +8.1% |
| 3M | +9.1% | -15.4% | +24.5% | +17.0% |
| 6M | -24.9% | -8.3% | -16.6% | -23.8% |
| YTD | -8.0% | -9.8% | +1.8% | -6.3% |
| 1Y | +42.9% | -3.9% | +46.8% | +40.5% |
| 3Y | +926.7% | -23.3% | +950.0% | +1,040.2% |
| All | +234.6% | -31.4% | +265.9% | +303.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling