+22.2%
ELV vs WCC
+224.0%
-201.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.3% |
| 7D | +3.2% | +1.5% | +1.7% | +3.1% |
| 30D | +5.4% | -2.1% | +7.5% | +5.4% |
| 3M | +5.4% | +3.8% | +1.5% | +4.8% |
| 6M | +45.7% | +35.0% | +10.7% | +41.2% |
| YTD | +21.2% | +46.4% | -25.2% | +16.6% |
| 1Y | +35.6% | +63.0% | -27.4% | +29.1% |
| 3Y | -2.0% | +133.9% | -135.9% | -12.2% |
| All | +22.2% | +224.0% | -201.8% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling