+1,168.6%
WELL vs ECHO
+267.2%
+901.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | 0.0% |
| 7D | +3.0% | +2.2% | +0.9% | +2.5% |
| 30D | +10.2% | +9.8% | +0.4% | +8.1% |
| 3M | +6.1% | +16.8% | -10.7% | +2.8% |
| 6M | +16.6% | -18.1% | +34.7% | +18.9% |
| YTD | +35.3% | -4.2% | +39.5% | +32.8% |
| 1Y | +31.5% | +41.2% | -9.8% | +19.6% |
| 3Y | +206.5% | +943.7% | -737.2% | +41.9% |
| 5Y | +222.0% | +277.5% | -55.6% | +94.3% |
| 10Y | +473.8% | +159.8% | +314.0% | +275.4% |
| All | +1,168.6% | +267.2% | +901.4% | +447.2% |
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