+1,702.0%
WDC vs ECHO
+246.0%
+1,456.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.5% |
| 7D | +16.3% | +9.1% | +7.2% | +13.2% |
| 30D | -18.3% | +7.2% | -25.4% | -19.6% |
| 3M | -31.4% | +6.1% | -37.5% | -32.6% |
| 6M | -36.3% | -24.2% | -12.1% | -31.5% |
| YTD | +80.8% | -9.7% | +90.6% | +83.1% |
| 1Y | +87.7% | +40.9% | +46.8% | +66.2% |
| 3Y | +819.4% | +883.3% | -63.8% | +192.9% |
| 5Y | +583.2% | +224.2% | +359.0% | +239.8% |
| 10Y | +689.8% | +141.3% | +548.5% | +338.1% |
| All | +1,702.0% | +246.0% | +1,456.1% | +522.9% |
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 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