+180.3%
WMB vs ECHO
+260.3%
-80.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -0.5% |
| 7D | -13.8% | -2.4% | -11.4% | -13.7% |
| 30D | -10.3% | -3.1% | -7.2% | -10.2% |
| 3M | -10.1% | +8.7% | -18.8% | -10.4% |
| 6M | -11.8% | -24.8% | +12.9% | -11.0% |
| YTD | +8.9% | -13.0% | +21.9% | +8.9% |
| 1Y | +14.0% | +33.9% | -20.0% | +11.2% |
| 3Y | +100.5% | +791.8% | -691.3% | +59.8% |
| All | +180.3% | +260.3% | -80.0% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling