+271.8%
ELV vs WAT
+166.5%
+105.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | +0.9% | -2.9% | +3.7% | +1.7% |
| 30D | +7.2% | -3.2% | +10.4% | +8.1% |
| 3M | +3.4% | +10.6% | -7.2% | -0.1% |
| 6M | +48.6% | +34.0% | +14.6% | +33.6% |
| YTD | +20.6% | +5.7% | +14.8% | +16.7% |
| 1Y | +38.5% | +37.1% | +1.4% | +22.7% |
| 3Y | -2.4% | +52.4% | -54.8% | -21.4% |
| 5Y | +25.3% | -4.4% | +29.8% | +19.7% |
| All | +271.8% | +166.5% | +105.3% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling