+419.9%
WMB vs ECHO
+233.6%
+186.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -1.5% |
| 7D | -13.8% | -2.4% | -11.4% | -13.4% |
| 30D | -10.3% | -3.1% | -7.2% | -9.8% |
| 3M | -10.1% | +8.7% | -18.8% | -12.1% |
| 6M | -11.8% | -24.8% | +12.9% | -7.5% |
| YTD | +8.9% | -13.0% | +21.9% | +8.5% |
| 1Y | +14.0% | +33.9% | -20.0% | +1.4% |
| 3Y | +100.5% | +791.8% | -691.3% | -27.0% |
| 5Y | +179.5% | +261.7% | -82.2% | +36.2% |
| 10Y | +272.7% | +157.3% | +115.4% | +96.8% |
| All | +419.9% | +233.6% | +186.3% | +67.9% |
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