+88.5%
WDC vs ECHO
+45.5%
+43.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.9% | -6.9% | -5.8% |
| 7D | +12.1% | +5.7% | +6.4% | +9.3% |
| 30D | -18.8% | +13.8% | -32.6% | -22.3% |
| 3M | -39.3% | +9.1% | -48.4% | -41.2% |
| 6M | -40.1% | -24.9% | -15.2% | -36.3% |
| YTD | +71.8% | -8.0% | +79.8% | +60.9% |
| 1Y | +88.5% | +42.9% | +45.6% | +46.6% |
| All | +88.5% | +45.5% | +43.0% | +46.6% |
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