-2.1%
ELV vs WCC
+134.5%
-136.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | 0.0% |
| 7D | +1.0% | +9.9% | -9.0% | +0.9% |
| 30D | +0.4% | -8.4% | +8.8% | +0.5% |
| 3M | +8.4% | -10.3% | +18.7% | +8.5% |
| 6M | +8.4% | -10.5% | +18.9% | +8.4% |
| YTD | +24.4% | +32.2% | -7.8% | +22.1% |
| 1Y | +33.5% | +25.5% | +8.0% | +31.3% |
| 3Y | -2.1% | +134.7% | -136.8% | -4.7% |
| All | -2.1% | +134.5% | -136.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling