+226.5%
WELL vs ECHO
+286.2%
-59.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -6.0% | +0.6% |
| 7D | +3.5% | +3.0% | +0.5% | +3.3% |
| 30D | +9.7% | +6.7% | +3.0% | +9.3% |
| 3M | +4.8% | +12.4% | -7.6% | +4.1% |
| 6M | +16.1% | -20.4% | +36.5% | +17.0% |
| YTD | +34.7% | -6.9% | +41.6% | +34.3% |
| 1Y | +31.9% | +37.7% | -5.8% | +28.6% |
| 3Y | +209.9% | +902.9% | -693.0% | +137.0% |
| 5Y | +226.5% | +275.3% | -48.8% | +191.9% |
| All | +226.5% | +286.2% | -59.7% | +191.9% |
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 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