+241.6%
ECHO vs SWK
-38.7%
+280.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +3.4% | -0.4% | +3.9% | +3.5% |
| 30D | +2.4% | -5.7% | +8.1% | +4.4% |
| 3M | -28.0% | +24.1% | -52.0% | -33.6% |
| 6M | -21.2% | +24.7% | -46.0% | -27.9% |
| YTD | -17.4% | +33.9% | -51.3% | -26.7% |
| 1Y | +33.6% | +34.7% | -1.1% | +17.7% |
| 3Y | +419.7% | +15.3% | +404.4% | +372.6% |
| All | +241.6% | -38.7% | +280.3% | +259.4% |
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 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