+131.4%
WMT vs ECHO
+253.4%
-122.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -2.5% | +2.3% | -4.8% | -2.5% |
| 30D | -6.4% | +4.4% | -10.8% | -6.5% |
| 3M | -12.1% | -20.3% | +8.2% | -11.7% |
| 6M | -15.0% | -15.3% | +0.4% | -14.7% |
| YTD | -4.5% | -15.5% | +11.0% | -4.2% |
| 1Y | +6.2% | +15.0% | -8.8% | +5.6% |
| 3Y | +99.9% | +409.1% | -309.3% | +87.1% |
| 5Y | +131.4% | +260.6% | -129.2% | +120.0% |
| All | +131.4% | +253.4% | -122.0% | +120.0% |
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