+11.4%
WBD vs ECHO
+197.5%
-186.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -0.7% | +3.7% | -4.5% | -1.6% |
| 30D | +1.4% | +0.7% | +0.7% | +1.2% |
| 3M | +4.4% | -27.3% | +31.7% | +11.2% |
| 6M | +0.8% | -17.0% | +17.8% | +3.1% |
| YTD | -2.7% | -14.3% | +11.6% | -2.2% |
| 1Y | +73.4% | +20.9% | +52.5% | +60.3% |
| 3Y | +142.1% | +423.0% | -280.8% | +16.9% |
| 5Y | +7.2% | +265.7% | -258.5% | -41.4% |
| All | +11.4% | +197.5% | -186.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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