+279.9%
ECHO vs SW
-0.1%
+280.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.3% | -4.1% |
| 7D | +4.6% | +12.1% | -7.5% | +2.0% |
| 30D | +0.4% | +6.6% | -6.1% | -1.1% |
| 3M | +7.7% | -6.0% | +13.7% | +8.7% |
| 6M | -18.0% | +21.5% | -39.5% | -22.4% |
| YTD | -9.3% | +20.3% | -29.6% | -14.5% |
| 1Y | +34.2% | +28.1% | +6.1% | +24.5% |
| 3Y | +538.7% | +51.6% | +487.1% | +489.2% |
| 5Y | +279.9% | -0.1% | +280.0% | +235.3% |
| All | +279.9% | -0.1% | +280.0% | +235.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling