+272.1%
ELV vs WPM
+558.4%
-286.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +5.6% |
| 7D | +2.8% | -0.6% | +3.3% | +2.8% |
| 30D | +4.9% | +14.4% | -9.5% | +3.8% |
| 3M | +4.9% | +37.0% | -32.1% | +2.4% |
| 6M | +45.1% | +4.1% | +41.0% | +43.9% |
| YTD | +20.7% | +31.7% | -11.0% | +17.4% |
| 1Y | +35.0% | +44.2% | -9.1% | +30.3% |
| 3Y | -2.4% | +265.5% | -267.9% | -12.9% |
| 5Y | +25.5% | +262.5% | -237.0% | +11.2% |
| All | +272.1% | +558.4% | -286.3% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling