+273.7%
ELV vs GWW
+570.2%
-296.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | +3.2% | -3.4% | +6.6% | +4.4% |
| 30D | +5.4% | -1.9% | +7.3% | +6.0% |
| 3M | +5.4% | -2.4% | +7.7% | +5.8% |
| 6M | +45.7% | +15.7% | +30.0% | +37.6% |
| YTD | +21.2% | +27.6% | -6.4% | +10.1% |
| 1Y | +35.6% | +27.2% | +8.4% | +23.2% |
| 3Y | -2.0% | +89.7% | -91.7% | -24.0% |
| 5Y | +26.0% | +223.9% | -197.9% | -22.1% |
| All | +273.7% | +570.2% | -296.4% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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