-24.7%
WULF vs ECHO
+262.7%
-287.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | +1.4% | +3.7% | -2.3% | +0.5% |
| 30D | -2.6% | +0.7% | -3.3% | -2.6% |
| 3M | -34.0% | -27.3% | -6.7% | -28.5% |
| 6M | +10.0% | -17.0% | +27.0% | +14.7% |
| YTD | +45.7% | -14.3% | +60.0% | +50.8% |
| 1Y | +57.3% | +20.9% | +36.4% | +50.0% |
| 3Y | +878.9% | +423.0% | +456.0% | +409.1% |
| All | -24.7% | +262.7% | -287.4% | -63.5% |
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 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