+387.7%
WFC vs ECHO
+260.3%
+127.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -1.3% | +3.6% | -4.9% | -2.3% |
| 30D | +3.6% | +7.5% | -3.9% | +1.4% |
| 3M | -1.3% | +16.2% | -17.5% | -5.5% |
| 6M | +18.0% | -20.9% | +38.8% | +22.4% |
| YTD | -5.9% | -6.0% | +0.1% | -8.2% |
| 1Y | +1.8% | +43.4% | -41.6% | -11.3% |
| 3Y | +125.0% | +924.0% | -799.0% | -21.4% |
| 5Y | +92.0% | +249.6% | -157.7% | -1.4% |
| 10Y | +117.9% | +151.3% | -33.4% | +22.7% |
| All | +387.7% | +260.3% | +127.3% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling