+283.3%
WMB vs ECHO
+139.8%
+143.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.7% | +1.2% |
| 7D | +8.1% | +9.1% | -1.1% | +6.9% |
| 30D | -6.9% | +7.2% | -14.1% | -7.7% |
| 3M | -5.1% | +6.1% | -11.2% | -5.9% |
| 6M | -5.7% | -24.2% | +18.4% | -3.4% |
| YTD | +18.1% | -9.7% | +27.8% | +17.4% |
| 1Y | +18.4% | +40.9% | -22.5% | +10.8% |
| 3Y | +122.7% | +883.3% | -760.5% | +23.1% |
| 5Y | +202.0% | +224.2% | -22.1% | +127.0% |
| All | +283.3% | +139.8% | +143.5% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling