+992.6%
WDC vs ECHO
+255.2%
+737.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.5% |
| 7D | +6.0% | +8.6% | -2.6% | +4.7% |
| 30D | +9.9% | +3.8% | +6.2% | +9.4% |
| 3M | -9.4% | -19.9% | +10.5% | -6.7% |
| 6M | +94.7% | -12.1% | +106.8% | +97.1% |
| YTD | +177.4% | -14.1% | +191.4% | +181.3% |
| 1Y | +412.6% | +15.9% | +396.7% | +399.9% |
| 3Y | +1,359.8% | +417.8% | +941.9% | +962.8% |
| 5Y | +992.6% | +259.3% | +733.3% | +791.9% |
| All | +992.6% | +255.2% | +737.4% | +791.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling