+1,105.6%
WELL vs ECHO
+216.6%
+889.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | +3.4% | -4.2% | -1.4% |
| 30D | -0.1% | +2.4% | -2.4% | -0.5% |
| 3M | +18.0% | -28.0% | +46.0% | +23.8% |
| 6M | +15.0% | -21.2% | +36.2% | +18.0% |
| YTD | +28.6% | -17.4% | +46.0% | +30.0% |
| 1Y | +42.9% | +33.6% | +9.3% | +31.0% |
| 3Y | +203.0% | +419.7% | -216.7% | +67.4% |
| 5Y | +206.9% | +241.7% | -34.8% | +86.9% |
| 10Y | +339.5% | +180.8% | +158.7% | +175.9% |
| All | +1,105.6% | +216.6% | +889.0% | +435.9% |
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 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