+18.9%
ELV vs WCN
+26.9%
-8.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -2.2% | -1.7% | -0.5% | -1.6% |
| 30D | -0.2% | -3.0% | +2.8% | +0.8% |
| 3M | -6.1% | +2.5% | -8.7% | -7.3% |
| 6M | +42.8% | -5.7% | +48.5% | +44.8% |
| YTD | +14.4% | -7.4% | +21.8% | +16.4% |
| 1Y | +28.6% | -8.6% | +37.2% | +31.4% |
| 3Y | -7.4% | +19.4% | -26.8% | -15.9% |
| All | +18.9% | +26.9% | -8.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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