+2,385.0%
ELV vs GWW
+4,356.0%
-1,971.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | -0.3% | -1.5% | +1.3% | +0.3% |
| 30D | +2.0% | +1.1% | +0.9% | +1.5% |
| 3M | -3.5% | -1.0% | -2.5% | -3.6% |
| 6M | +40.2% | +16.3% | +23.9% | +31.6% |
| YTD | +15.8% | +28.5% | -12.7% | +4.2% |
| 1Y | +33.2% | +30.3% | +2.9% | +19.0% |
| 3Y | -6.2% | +91.6% | -97.8% | -28.9% |
| 5Y | +16.4% | +224.0% | -207.5% | -29.9% |
| 10Y | +259.8% | +551.3% | -291.6% | +56.3% |
| All | +2,385.0% | +4,356.0% | -1,971.0% | +360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling