+843.9%
WULF vs ECHO
+408.9%
+435.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.9% |
| 7D | -0.6% | +2.3% | -2.8% | -1.0% |
| 30D | -3.6% | +4.4% | -8.0% | -4.4% |
| 3M | -30.4% | -20.3% | -10.1% | -26.9% |
| 6M | +12.5% | -15.3% | +27.8% | +16.3% |
| YTD | +40.5% | -15.5% | +56.0% | +45.3% |
| 1Y | +53.0% | +15.0% | +38.0% | +48.9% |
| All | +843.9% | +408.9% | +435.0% | +434.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling