-7.9%
SHW vs ECHO
+40.1%
-48.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | +3.4% | -6.6% | -3.4% |
| 30D | -9.5% | +2.4% | -11.9% | -9.7% |
| 3M | +11.5% | -28.0% | +39.4% | +13.3% |
| 6M | -3.5% | -21.2% | +17.7% | -2.6% |
| YTD | +3.7% | -17.4% | +21.1% | +4.1% |
| 1Y | -7.9% | +33.6% | -41.5% | -8.7% |
| All | -7.9% | +40.1% | -48.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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