+338.5%
SHW vs ECHO
+139.8%
+198.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.9% |
| 7D | +0.7% | +9.1% | -8.4% | -0.1% |
| 30D | +8.4% | +7.2% | +1.2% | +7.6% |
| 3M | -2.2% | +6.1% | -8.3% | -3.0% |
| 6M | +13.3% | -24.2% | +37.5% | +15.5% |
| YTD | +9.2% | -9.7% | +18.9% | +8.9% |
| 1Y | +2.9% | +40.9% | -38.0% | -1.8% |
| 3Y | +41.1% | +883.3% | -842.2% | -6.2% |
| 5Y | +11.0% | +224.2% | -213.2% | -10.5% |
| All | +338.5% | +139.8% | +198.7% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling