+204.5%
WELL vs ECHO
+436.9%
-232.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.6% | +0.4% |
| 7D | -1.3% | +8.6% | -9.9% | -1.5% |
| 30D | +0.5% | +3.8% | -3.2% | +0.4% |
| 3M | +19.1% | -19.9% | +39.0% | +19.6% |
| 6M | +17.0% | -12.1% | +29.0% | +17.2% |
| YTD | +29.2% | -14.1% | +43.3% | +29.4% |
| 1Y | +42.1% | +15.9% | +26.3% | +41.0% |
| 3Y | +204.5% | +417.8% | -213.3% | +182.4% |
| All | +204.5% | +436.9% | -232.3% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling