+2,605.9%
WDC vs ECHO
+216.6%
+2,389.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | +3.4% | -1.7% | +0.7% |
| 30D | -10.0% | +2.4% | -12.3% | -10.6% |
| 3M | -18.8% | -28.0% | +9.2% | -10.7% |
| 6M | +79.0% | -21.2% | +100.3% | +89.5% |
| YTD | +171.6% | -17.4% | +188.9% | +182.2% |
| 1Y | +417.4% | +33.6% | +383.8% | +361.4% |
| 3Y | +1,251.8% | +419.7% | +832.1% | +445.4% |
| 5Y | +911.7% | +241.7% | +670.0% | +377.1% |
| 10Y | +1,399.6% | +180.8% | +1,218.9% | +653.8% |
| All | +2,605.9% | +216.6% | +2,389.3% | +860.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling