+240.0%
ECHO vs WY
+61.7%
+178.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +3.4% | -1.7% | +5.1% | +4.1% |
| 30D | +2.4% | -10.1% | +12.5% | +6.5% |
| 3M | -28.0% | -5.1% | -22.8% | -27.1% |
| 6M | -21.2% | -4.8% | -16.5% | -20.7% |
| YTD | -17.4% | -0.2% | -17.2% | -18.5% |
| 1Y | +33.6% | -6.6% | +40.2% | +35.0% |
| 3Y | +419.7% | -22.7% | +442.4% | +465.7% |
| 5Y | +241.7% | -22.2% | +263.9% | +267.0% |
| 10Y | +180.8% | +7.3% | +173.5% | +150.7% |
| All | +240.0% | +61.7% | +178.3% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling