+497.2%
WMB vs ECHO
+216.6%
+280.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +3.4% | -2.8% | -0.2% |
| 30D | +3.3% | +2.4% | +0.9% | +2.6% |
| 3M | +3.1% | -28.0% | +31.1% | +9.9% |
| 6M | -0.7% | -21.2% | +20.5% | +2.4% |
| YTD | +25.2% | -17.4% | +42.5% | +26.5% |
| 1Y | +32.9% | +33.6% | -0.7% | +17.5% |
| 3Y | +140.6% | +419.7% | -279.1% | +5.1% |
| 5Y | +273.5% | +241.7% | +31.7% | +84.2% |
| 10Y | +334.2% | +180.8% | +153.5% | +114.3% |
| All | +497.2% | +216.6% | +280.6% | +95.7% |
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