+164.3%
ECHO vs SW
+189.7%
-25.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.3% | -3.8% |
| 7D | +4.6% | +12.1% | -7.5% | +2.9% |
| 30D | +0.4% | +6.6% | -6.1% | -0.6% |
| 3M | +7.7% | -6.0% | +13.7% | +8.4% |
| 6M | -18.0% | +21.5% | -39.5% | -20.9% |
| YTD | -9.3% | +20.3% | -29.6% | -12.6% |
| 1Y | +34.2% | +28.1% | +6.1% | +28.1% |
| 3Y | +538.7% | +51.6% | +487.1% | +506.3% |
| 5Y | +279.9% | -0.1% | +280.0% | +261.9% |
| All | +164.3% | +189.7% | -25.5% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling