+2,568.1%
ELV vs WAT
+1,149.0%
+1,419.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | +0.4% | +5.4% | -5.0% | -1.4% |
| 3M | +8.4% | +11.3% | -2.9% | +4.5% |
| 6M | +8.4% | +37.4% | -29.0% | -2.6% |
| YTD | +24.4% | +21.2% | +3.2% | +14.8% |
| 1Y | +33.5% | +21.3% | +12.2% | +23.1% |
| 3Y | -2.1% | +83.4% | -85.5% | -24.3% |
| 5Y | +5.8% | +29.0% | -23.2% | -10.4% |
| 10Y | +268.9% | +223.9% | +45.0% | +123.6% |
| All | +2,568.1% | +1,149.0% | +1,419.1% | +837.0% |
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