+407.1%
ECHO vs SW
+19.6%
+387.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.4% |
| 7D | +3.4% | -5.1% | +8.5% | +5.3% |
| 30D | +2.4% | -4.6% | +6.9% | +3.9% |
| 3M | -28.0% | +9.4% | -37.3% | -31.2% |
| 6M | -21.2% | +3.5% | -24.8% | -23.6% |
| YTD | -17.4% | +22.0% | -39.4% | -25.9% |
| 1Y | +33.6% | +2.2% | +31.4% | +28.2% |
| All | +407.1% | +19.6% | +387.5% | +331.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling