+443.3%
WELL vs ECHO
+139.8%
+303.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | +0.1% | +9.1% | -9.0% | -1.0% |
| 30D | +6.8% | +7.2% | -0.4% | +5.6% |
| 3M | +6.7% | +6.1% | +0.6% | +5.5% |
| 6M | +13.8% | -24.2% | +38.0% | +16.7% |
| YTD | +33.8% | -9.7% | +43.6% | +33.0% |
| 1Y | +29.6% | +40.9% | -11.3% | +20.6% |
| 3Y | +203.1% | +883.3% | -680.2% | +57.1% |
| 5Y | +223.8% | +224.2% | -0.3% | +137.2% |
| All | +443.3% | +139.8% | +303.5% | +327.9% |
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