+278.6%
ECHO vs WY
+46.2%
+232.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | +5.7% | -0.8% | +6.5% | +6.0% |
| 30D | +13.8% | +10.1% | +3.7% | +9.0% |
| 3M | +9.1% | -15.4% | +24.5% | +15.1% |
| 6M | -24.9% | -8.3% | -16.6% | -23.9% |
| YTD | -8.0% | -9.8% | +1.8% | -6.4% |
| 1Y | +42.9% | -3.9% | +46.8% | +41.9% |
| 3Y | +926.7% | -23.3% | +950.0% | +1,008.5% |
| 5Y | +230.4% | -31.2% | +261.6% | +268.8% |
| 10Y | +145.9% | +5.5% | +140.3% | +120.0% |
| All | +278.6% | +46.2% | +232.5% | +162.7% |
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