+271.8%
ELV vs WEC
+146.6%
+125.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.7% |
| 7D | +0.9% | -1.3% | +2.1% | +1.4% |
| 30D | +7.2% | -0.4% | +7.6% | +7.3% |
| 3M | +3.4% | -6.8% | +10.2% | +6.4% |
| 6M | +48.6% | -6.4% | +55.0% | +52.3% |
| YTD | +20.6% | +2.5% | +18.1% | +18.7% |
| 1Y | +38.5% | -0.4% | +38.9% | +38.0% |
| 3Y | -2.4% | +38.5% | -40.9% | -17.0% |
| 5Y | +25.3% | +31.7% | -6.3% | +7.9% |
| All | +271.8% | +146.6% | +125.2% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WEC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling