+13.5%
WFC vs ECHO
+9.3%
+4.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.0% |
| 7D | +0.4% | +5.3% | -4.9% | +0.3% |
| 30D | +2.5% | +2.4% | 0.0% | +2.4% |
| 3M | +10.0% | -21.8% | +31.8% | +10.4% |
| 6M | +15.1% | -16.9% | +32.0% | +14.7% |
| YTD | -2.2% | -16.0% | +13.8% | -3.7% |
| 1Y | +13.5% | +9.3% | +4.2% | +5.9% |
| All | +13.5% | +9.3% | +4.2% | +5.9% |
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 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