+130.7%
WFC vs ECHO
+436.9%
-306.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.3% | -2.5% |
| 7D | +1.1% | +8.6% | -7.5% | +0.6% |
| 30D | +0.8% | +3.8% | -2.9% | +0.6% |
| 3M | +9.3% | -19.9% | +29.2% | +10.5% |
| 6M | +10.6% | -12.1% | +22.7% | +10.9% |
| YTD | -4.1% | -14.1% | +10.0% | -4.0% |
| 1Y | +13.6% | +15.9% | -2.3% | +11.3% |
| 3Y | +130.7% | +417.8% | -287.1% | +101.2% |
| All | +130.7% | +436.9% | -306.2% | +101.2% |
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