+1,228.2%
WDC vs ECHO
+193.4%
+1,034.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | +4.4% | +2.3% | +2.1% | +3.9% |
| 30D | +5.3% | +4.4% | +0.9% | +4.3% |
| 3M | -5.9% | -20.3% | +14.4% | -1.3% |
| 6M | +73.2% | -15.3% | +88.6% | +78.0% |
| YTD | +167.8% | -15.5% | +183.3% | +174.7% |
| 1Y | +386.0% | +15.0% | +371.0% | +364.3% |
| 3Y | +1,309.7% | +409.1% | +900.6% | +630.7% |
| 5Y | +957.1% | +260.6% | +696.5% | +519.0% |
| All | +1,228.2% | +193.4% | +1,034.8% | +943.3% |
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 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