-7.5%
ELV vs WPM
+273.6%
-281.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.3% |
| 7D | -2.2% | +3.9% | -6.1% | -2.3% |
| 30D | -0.2% | +17.7% | -17.9% | -0.9% |
| 3M | -6.1% | +39.4% | -45.5% | -7.4% |
| 6M | +42.8% | +6.4% | +36.4% | +41.7% |
| YTD | +14.4% | +34.0% | -19.6% | +12.4% |
| 1Y | +28.6% | +50.5% | -21.9% | +26.1% |
| All | -7.5% | +273.6% | -281.1% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling