+57.4%
WDAY vs ECHO
-20.1%
+77.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.0% |
| 7D | -5.3% | +3.6% | -8.9% | -4.7% |
| 30D | +1.5% | +7.5% | -5.9% | +2.6% |
| 3M | +5.5% | +16.2% | -10.7% | +7.0% |
| 6M | +57.4% | -20.9% | +78.3% | +66.3% |
| All | +57.4% | -20.1% | +77.5% | +66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling