+2,281.0%
SHW vs ECHO
+267.2%
+2,013.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.1% |
| 7D | +4.2% | +2.2% | +2.1% | +3.8% |
| 30D | +11.3% | +9.8% | +1.4% | +9.5% |
| 3M | -1.8% | +16.8% | -18.6% | -4.3% |
| 6M | +12.7% | -18.1% | +30.8% | +14.7% |
| YTD | +10.4% | -4.2% | +14.6% | +9.0% |
| 1Y | +4.7% | +41.2% | -36.5% | -2.6% |
| 3Y | +42.7% | +943.7% | -901.0% | -20.7% |
| 5Y | +14.5% | +277.5% | -263.0% | -22.4% |
| 10Y | +340.7% | +159.8% | +181.0% | +213.1% |
| All | +2,281.0% | +267.2% | +2,013.7% | +1,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling