+159.8%
ECHO vs SWK
+26.9%
+132.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.5% |
| 7D | +2.2% | +11.3% | -9.1% | -2.4% |
| 30D | +9.8% | +31.5% | -21.6% | -1.9% |
| 3M | +16.8% | +14.4% | +2.4% | +9.9% |
| 6M | -18.1% | +46.4% | -64.5% | -30.6% |
| YTD | -4.2% | +61.6% | -65.8% | -22.8% |
| 1Y | +41.2% | +78.7% | -37.5% | +9.3% |
| 3Y | +943.7% | +54.4% | +889.3% | +719.8% |
| 5Y | +277.5% | -25.3% | +302.8% | +289.1% |
| 10Y | +159.8% | +22.4% | +137.4% | +114.0% |
| All | +159.8% | +26.9% | +132.9% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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