+113.2%
WDC vs ECHO
+34.5%
+78.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.3% | -3.5% | -5.6% |
| 7D | -18.3% | +4.6% | -22.9% | -19.6% |
| 30D | -26.7% | +0.4% | -27.1% | -26.9% |
| 3M | -40.9% | +7.7% | -48.6% | -42.7% |
| 6M | -26.8% | -18.0% | -8.7% | -24.6% |
| YTD | +88.2% | -9.3% | +97.5% | +78.5% |
| 1Y | +113.2% | +34.2% | +79.0% | +77.2% |
| All | +113.2% | +34.5% | +78.7% | +77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling