+10.5%
WBD vs ECHO
+222.0%
-211.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +884.1% | -678.5% | -0.7% |
| 7D | +205.5% | +884.1% | -678.5% | -0.7% |
| 30D | +205.5% | +884.1% | -678.5% | -0.7% |
| 3M | +205.5% | +884.1% | -678.5% | -0.7% |
| 6M | +205.5% | +884.1% | -678.5% | -0.7% |
| YTD | +205.5% | +884.1% | -678.5% | -0.7% |
| 1Y | +205.5% | +884.1% | -678.5% | -0.7% |
| 3Y | +206.7% | +560.5% | -353.7% | +11.9% |
| All | +10.5% | +222.0% | -211.5% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling