+356.5%
WELL vs ECHO
+187.5%
+169.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.3% |
| 7D | -1.1% | +5.3% | -6.5% | -1.8% |
| 30D | +0.7% | +2.4% | -1.7% | +0.4% |
| 3M | +14.5% | -21.8% | +36.3% | +17.5% |
| 6M | +14.4% | -16.9% | +31.3% | +15.9% |
| YTD | +28.5% | -16.0% | +44.5% | +29.3% |
| 1Y | +41.8% | +9.3% | +32.5% | +36.9% |
| 3Y | +202.8% | +406.2% | -203.4% | +90.1% |
| 5Y | +208.8% | +251.0% | -42.2% | +112.6% |
| 10Y | +356.5% | +191.3% | +165.3% | +246.4% |
| All | +356.5% | +187.5% | +169.0% | +246.4% |
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