+34.2%
ECHO vs WYNN
-32.5%
+66.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.3% | -4.2% |
| 7D | +4.6% | +15.4% | -10.8% | +1.9% |
| 30D | +0.4% | +6.8% | -6.3% | -0.8% |
| 3M | +7.7% | -15.4% | +23.1% | +11.6% |
| 6M | -18.0% | -20.0% | +1.9% | -13.8% |
| YTD | -9.3% | -31.0% | +21.8% | +0.9% |
| 1Y | +34.2% | -31.5% | +65.7% | +45.6% |
| All | +34.2% | -32.5% | +66.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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