+141.0%
WBD vs ECHO
+405.9%
-264.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.7% | +5.3% | -7.0% | -2.3% |
| 30D | +3.9% | +2.4% | +1.4% | +3.5% |
| 3M | +5.1% | -21.8% | +26.9% | +7.9% |
| 6M | +0.6% | -16.9% | +17.5% | +1.9% |
| YTD | -3.2% | -16.0% | +12.8% | -2.5% |
| 1Y | +127.7% | +9.3% | +118.4% | +120.7% |
| All | +141.0% | +405.9% | -264.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling