+266.3%
WMB vs ECHO
+163.9%
+102.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.2% |
| 7D | -6.9% | +2.2% | -9.1% | -7.2% |
| 30D | -7.2% | +9.8% | -17.0% | -8.3% |
| 3M | -5.4% | +16.8% | -22.3% | -7.3% |
| 6M | -4.9% | -18.1% | +13.2% | -3.4% |
| YTD | +14.7% | -4.2% | +18.9% | +13.3% |
| 1Y | +14.7% | +41.2% | -26.5% | +7.4% |
| 3Y | +116.4% | +943.7% | -827.3% | +18.9% |
| 5Y | +198.5% | +277.5% | -79.0% | +113.9% |
| 10Y | +266.3% | +159.8% | +106.5% | +186.5% |
| All | +266.3% | +163.9% | +102.4% | +186.5% |
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