+262.5%
ECHO vs SWK
-25.5%
+288.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.1% | -3.1% |
| 7D | -2.4% | +11.0% | -13.4% | -6.2% |
| 30D | -3.1% | +30.1% | -33.2% | -12.0% |
| 3M | +8.7% | +14.7% | -5.9% | +3.0% |
| 6M | -24.8% | +44.5% | -69.3% | -34.7% |
| YTD | -13.0% | +59.4% | -72.3% | -27.8% |
| 1Y | +33.9% | +77.5% | -43.6% | +6.9% |
| 3Y | +791.8% | +49.5% | +742.3% | +632.8% |
| All | +262.5% | -25.5% | +288.0% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling