+292.6%
WDAY vs ECHO
+310.1%
-17.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | -5.3% | +3.6% | -8.9% | -5.9% |
| 30D | +1.5% | +7.5% | -5.9% | +0.2% |
| 3M | +5.5% | +16.2% | -10.7% | +2.7% |
| 6M | +57.4% | -20.9% | +78.3% | +60.8% |
| YTD | -11.0% | -6.0% | -5.0% | -12.3% |
| 1Y | -15.8% | +43.4% | -59.2% | -22.4% |
| 3Y | -16.9% | +924.0% | -940.9% | -56.8% |
| 5Y | -35.3% | +249.6% | -284.9% | -55.2% |
| 10Y | +131.0% | +151.3% | -20.2% | +72.3% |
| All | +292.6% | +310.1% | -17.5% | +151.4% |
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