+213.3%
ECHO vs SW
+755.0%
-541.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | +3.4% | -5.1% | +8.5% | +3.9% |
| 30D | +2.4% | -4.6% | +6.9% | +2.7% |
| 3M | -28.0% | +9.4% | -37.3% | -28.7% |
| 6M | -21.2% | +3.5% | -24.8% | -21.8% |
| YTD | -17.4% | +22.0% | -39.4% | -19.2% |
| 1Y | +33.6% | +2.2% | +31.4% | +32.4% |
| 3Y | +419.7% | +19.6% | +400.1% | +408.3% |
| 5Y | +241.7% | -2.3% | +244.0% | +232.7% |
| 10Y | +180.8% | +181.4% | -0.6% | +158.6% |
| All | +213.3% | +755.0% | -541.7% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling