-25.7%
WDAY vs ECHO
+436.9%
-462.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -5.0% |
| 7D | -6.1% | +8.6% | -14.7% | -6.4% |
| 30D | +3.7% | +3.8% | -0.1% | +3.5% |
| 3M | +29.6% | -19.9% | +49.5% | +30.6% |
| 6M | +23.3% | -12.1% | +35.4% | +23.5% |
| YTD | -13.3% | -14.1% | +0.8% | -13.1% |
| 1Y | -19.6% | +15.9% | -35.5% | -20.7% |
| 3Y | -25.7% | +417.8% | -443.5% | -35.9% |
| All | -25.7% | +436.9% | -462.6% | -35.9% |
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