+6.4%
ELV vs WAT
+28.6%
-22.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +0.4% | +5.4% | -5.0% | -0.7% |
| 3M | +8.4% | +11.3% | -2.9% | +6.1% |
| 6M | +8.4% | +37.4% | -29.0% | +1.8% |
| YTD | +24.4% | +21.2% | +3.2% | +19.1% |
| 1Y | +33.5% | +21.3% | +12.2% | +27.8% |
| 3Y | -2.1% | +83.4% | -85.5% | -16.4% |
| All | +6.4% | +28.6% | -22.2% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling