+695.1%
WDC vs ECHO
+155.6%
+539.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.9% | +10.2% | +8.8% |
| 7D | -3.2% | +3.6% | -6.9% | -3.8% |
| 30D | -19.0% | +7.5% | -26.5% | -20.1% |
| 3M | -28.4% | +16.2% | -44.6% | -30.8% |
| 6M | -39.2% | -20.9% | -18.4% | -36.4% |
| YTD | +82.1% | -6.0% | +88.0% | +82.3% |
| 1Y | +84.7% | +43.4% | +41.3% | +68.3% |
| 3Y | +825.6% | +924.0% | -98.4% | +273.9% |
| 5Y | +608.2% | +249.6% | +358.5% | +341.1% |
| 10Y | +695.1% | +151.3% | +543.8% | +498.7% |
| All | +695.1% | +155.6% | +539.5% | +498.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling