+124.0%
WFC vs ECHO
+260.7%
-136.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.3% | -2.6% |
| 7D | +1.1% | +8.6% | -7.5% | +0.3% |
| 30D | +0.8% | +3.8% | -2.9% | +0.5% |
| 3M | +9.3% | -19.9% | +29.2% | +11.1% |
| 6M | +10.6% | -12.1% | +22.7% | +11.0% |
| YTD | -4.1% | -14.1% | +10.0% | -3.9% |
| 1Y | +13.6% | +15.9% | -2.3% | +10.2% |
| 3Y | +130.7% | +417.8% | -287.1% | +76.7% |
| All | +124.0% | +260.7% | -136.7% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling