+169.3%
WBD vs ECHO
+246.3%
-77.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +884.1% | -678.5% | -3.7% |
| 7D | +205.5% | +884.1% | -678.5% | -3.7% |
| 30D | +205.5% | +884.1% | -678.5% | -3.7% |
| 3M | +205.5% | +884.1% | -678.5% | -3.7% |
| 6M | +205.5% | +884.1% | -678.5% | -3.7% |
| YTD | +205.5% | +884.1% | -678.5% | -3.7% |
| 1Y | +205.5% | +884.1% | -678.5% | -3.7% |
| 3Y | +206.7% | +560.5% | -353.7% | +10.2% |
| 5Y | +18.4% | +278.9% | -260.5% | -48.2% |
| 10Y | +11.8% | +170.7% | -158.9% | -46.9% |
| All | +169.3% | +246.3% | -77.0% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling