+387.4%
WFC vs ECHO
+246.0%
+141.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.9% |
| 7D | +1.7% | +9.1% | -7.4% | -0.5% |
| 30D | +6.8% | +7.2% | -0.3% | +4.6% |
| 3M | -3.0% | +6.1% | -9.1% | -5.1% |
| 6M | +15.4% | -24.2% | +39.6% | +20.9% |
| YTD | -5.9% | -9.7% | +3.8% | -7.3% |
| 1Y | +1.7% | +40.9% | -39.3% | -11.1% |
| 3Y | +124.9% | +883.3% | -758.4% | -20.7% |
| 5Y | +90.5% | +224.2% | -133.7% | +0.5% |
| 10Y | +117.8% | +141.3% | -23.5% | +23.8% |
| All | +387.4% | +246.0% | +141.5% | +56.6% |
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