+31.4%
ELV vs WAT
+35.9%
-4.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.3% |
| 7D | -2.2% | -1.8% | -0.4% | -2.0% |
| 30D | -0.2% | -1.7% | +1.5% | 0.0% |
| 3M | -6.1% | +9.1% | -15.2% | -7.1% |
| 6M | +42.8% | +32.4% | +10.4% | +35.7% |
| YTD | +14.4% | +6.6% | +7.8% | +15.8% |
| All | +31.4% | +35.9% | -4.5% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling