+192.5%
ECHO vs WYNN
+1.1%
+191.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +3.7% | -4.2% | +7.9% | +5.0% |
| 30D | +0.7% | -14.6% | +15.3% | +5.3% |
| 3M | -27.3% | -18.4% | -8.9% | -23.2% |
| 6M | -17.0% | -11.9% | -5.1% | -14.4% |
| YTD | -14.3% | -26.6% | +12.3% | -7.1% |
| 1Y | +20.9% | -28.5% | +49.4% | +31.4% |
| 3Y | +423.0% | -5.1% | +428.1% | +414.9% |
| 5Y | +265.7% | -10.5% | +276.2% | +248.7% |
| All | +192.5% | +1.1% | +191.3% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling