+14.5%
SHW vs ECHO
+288.7%
-274.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.9% |
| 7D | +4.2% | +2.2% | +2.1% | +4.1% |
| 30D | +11.3% | +9.8% | +1.4% | +10.6% |
| 3M | -1.8% | +16.8% | -18.6% | -2.8% |
| 6M | +12.7% | -18.1% | +30.8% | +13.5% |
| YTD | +10.4% | -4.2% | +14.6% | +10.0% |
| 1Y | +4.7% | +41.2% | -36.5% | +1.9% |
| 3Y | +42.7% | +943.7% | -901.0% | +10.8% |
| 5Y | +14.5% | +277.5% | -263.0% | -3.1% |
| All | +14.5% | +288.7% | -274.1% | -3.1% |
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