+155.3%
WULF vs ECHO
+229.4%
-74.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.0% | +4.1% | +7.4% |
| 7D | +21.9% | +8.6% | +13.3% | +20.1% |
| 30D | +4.6% | +3.8% | +0.8% | +4.0% |
| 3M | -30.9% | -19.9% | -11.0% | -27.9% |
| 6M | +29.9% | -12.1% | +42.0% | +32.8% |
| YTD | +55.4% | -14.1% | +69.5% | +59.7% |
| 1Y | +94.1% | +15.9% | +78.3% | +89.0% |
| 3Y | +892.2% | +417.8% | +474.4% | +552.2% |
| 5Y | -26.7% | +259.3% | -286.1% | -50.4% |
| 10Y | +94.0% | +192.7% | -98.8% | +30.8% |
| All | +155.3% | +229.4% | -74.1% | +45.7% |
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