+302.1%
WMB vs ECHO
+193.6%
+108.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.8% | +1.8% |
| 7D | +0.8% | +8.6% | -7.8% | -0.2% |
| 30D | +7.7% | +3.8% | +4.0% | +7.2% |
| 3M | +6.7% | -19.9% | +26.6% | +9.0% |
| 6M | +3.6% | -12.1% | +15.7% | +4.0% |
| YTD | +28.0% | -14.1% | +42.1% | +28.2% |
| 1Y | +37.6% | +15.9% | +21.8% | +31.9% |
| 3Y | +149.0% | +417.8% | -268.8% | +61.4% |
| 5Y | +285.3% | +259.3% | +26.0% | +170.8% |
| 10Y | +302.1% | +192.7% | +109.3% | +180.3% |
| All | +302.1% | +193.6% | +108.5% | +180.3% |
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 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