+2,419.4%
ELV vs WAT
+1,010.9%
+1,408.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | +3.3% | -1.3% | +4.6% | +3.7% |
| 30D | +4.2% | +2.3% | +1.8% | +3.3% |
| 3M | -0.1% | +8.7% | -8.8% | -3.0% |
| 6M | +41.3% | +28.3% | +12.9% | +28.7% |
| YTD | +17.4% | +7.8% | +9.7% | +12.7% |
| 1Y | +35.1% | +36.6% | -1.5% | +19.8% |
| 3Y | -3.2% | +45.7% | -48.9% | -19.5% |
| 5Y | +15.6% | -3.3% | +18.9% | +7.9% |
| 10Y | +276.8% | +162.1% | +114.7% | +143.8% |
| All | +2,419.4% | +1,010.9% | +1,408.4% | +820.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling