+125.6%
WFC vs ECHO
+881.3%
-755.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.2% |
| 7D | +1.7% | +9.1% | -7.4% | +1.2% |
| 30D | +6.8% | +7.2% | -0.3% | +6.3% |
| 3M | -3.0% | +6.1% | -9.1% | -3.4% |
| 6M | +15.4% | -24.2% | +39.6% | +16.7% |
| YTD | -5.9% | -9.7% | +3.8% | -6.2% |
| 1Y | +1.7% | +40.9% | -39.3% | -1.4% |
| All | +125.6% | +881.3% | -755.7% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling