+21.7%
ELV vs GWW
+222.0%
-200.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +2.8% | -3.4% | +6.1% | +3.7% |
| 30D | +4.9% | -1.9% | +6.8% | +5.4% |
| 3M | +4.9% | -2.4% | +7.3% | +5.2% |
| 6M | +45.1% | +15.7% | +29.4% | +38.6% |
| YTD | +20.7% | +27.6% | -6.9% | +11.6% |
| 1Y | +35.0% | +27.2% | +7.8% | +24.8% |
| 3Y | -2.4% | +89.7% | -92.1% | -20.0% |
| All | +21.7% | +222.0% | -200.3% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling