+15.0%
SHW vs ECHO
+255.2%
-240.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.5% |
| 7D | -1.2% | +8.6% | -9.7% | -1.6% |
| 30D | -11.6% | +3.8% | -15.4% | -11.8% |
| 3M | +9.1% | -19.9% | +29.0% | +10.3% |
| 6M | -0.7% | -12.1% | +11.4% | -0.3% |
| YTD | +1.4% | -14.1% | +15.4% | +1.7% |
| 1Y | -12.3% | +15.9% | -28.1% | -13.6% |
| 3Y | +23.4% | +417.8% | -394.5% | +4.3% |
| 5Y | +15.0% | +259.3% | -244.3% | -0.5% |
| All | +15.0% | +255.2% | -240.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling