+241.6%
ECHO vs SW
-2.3%
+243.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.3% |
| 7D | +3.4% | -5.1% | +8.5% | +4.6% |
| 30D | +2.4% | -4.6% | +6.9% | +3.3% |
| 3M | -28.0% | +9.4% | -37.3% | -29.8% |
| 6M | -21.2% | +3.5% | -24.8% | -22.6% |
| YTD | -17.4% | +22.0% | -39.4% | -22.1% |
| 1Y | +33.6% | +2.2% | +31.4% | +30.4% |
| 3Y | +419.7% | +19.6% | +400.1% | +388.4% |
| All | +241.6% | -2.3% | +243.9% | +207.9% |
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