+145.0%
WFC vs ECHO
+197.5%
-52.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +0.4% | +3.7% | -3.4% | -0.3% |
| 30D | +1.5% | +0.7% | +0.8% | +1.4% |
| 3M | +10.2% | -27.3% | +37.5% | +15.6% |
| 6M | +18.8% | -17.0% | +35.8% | +20.7% |
| YTD | -1.5% | -14.3% | +12.8% | -1.2% |
| 1Y | +13.5% | +20.9% | -7.3% | +6.6% |
| 3Y | +135.0% | +423.0% | -288.0% | +33.3% |
| 5Y | +130.1% | +265.7% | -135.6% | +45.0% |
| All | +145.0% | +197.5% | -52.6% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling