+411.1%
WDC vs ECHO
+9.3%
+401.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.9% |
| 7D | +7.5% | +5.3% | +2.1% | +5.4% |
| 30D | +10.1% | +2.4% | +7.6% | +9.1% |
| 3M | -6.8% | -21.8% | +15.0% | -0.8% |
| 6M | +84.1% | -16.9% | +101.1% | +86.8% |
| YTD | +180.3% | -16.0% | +196.2% | +179.3% |
| 1Y | +411.1% | +9.3% | +401.8% | +378.2% |
| All | +411.1% | +9.3% | +401.8% | +378.2% |
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