+33.9%
ECHO vs SWK
+71.2%
-37.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.1% | -3.4% |
| 7D | -2.4% | +11.0% | -13.4% | -4.8% |
| 30D | -3.1% | +30.1% | -33.2% | -9.7% |
| 3M | +8.7% | +14.7% | -5.9% | +5.1% |
| 6M | -24.8% | +44.5% | -69.3% | -32.8% |
| YTD | -13.0% | +59.4% | -72.3% | -26.9% |
| 1Y | +33.9% | +77.5% | -43.6% | +8.4% |
| All | +33.9% | +71.2% | -37.2% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling