+284.1%
SHW vs ECHO
+187.5%
+96.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.5% |
| 7D | -3.2% | +5.3% | -8.5% | -3.7% |
| 30D | -11.4% | +2.4% | -13.8% | -11.6% |
| 3M | +3.5% | -21.8% | +25.3% | +5.6% |
| 6M | -3.4% | -16.9% | +13.6% | -2.3% |
| YTD | -0.3% | -16.0% | +15.6% | +0.3% |
| 1Y | -10.4% | +9.3% | -19.7% | -12.3% |
| 3Y | +21.3% | +406.2% | -384.9% | -10.1% |
| 5Y | +12.9% | +251.0% | -238.1% | -12.0% |
| 10Y | +284.1% | +191.3% | +92.8% | +199.6% |
| All | +284.1% | +187.5% | +96.6% | +199.6% |
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