+408.3%
WFC vs ECHO
+216.6%
+191.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +3.4% | +0.4% | +2.9% |
| 30D | +1.5% | +2.4% | -0.9% | +0.8% |
| 3M | +10.9% | -28.0% | +38.8% | +18.8% |
| 6M | +8.4% | -21.2% | +29.7% | +12.3% |
| YTD | -1.9% | -17.4% | +15.5% | -0.6% |
| 1Y | +12.3% | +33.6% | -21.2% | -0.7% |
| 3Y | +132.3% | +419.7% | -287.4% | +2.3% |
| 5Y | +130.1% | +241.7% | -111.6% | +15.9% |
| 10Y | +134.4% | +180.8% | -46.4% | +22.0% |
| All | +408.3% | +216.6% | +191.7% | +68.1% |
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