-7.5%
ELV vs WSM
+232.0%
-239.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -2.2% | +2.6% | -4.8% | -2.3% |
| 30D | -0.2% | -9.3% | +9.1% | +0.1% |
| 3M | -6.1% | +7.1% | -13.2% | -6.4% |
| 6M | +42.8% | +21.7% | +21.1% | +41.5% |
| YTD | +14.4% | +28.7% | -14.4% | +13.0% |
| 1Y | +28.6% | +13.9% | +14.8% | +27.6% |
| All | -7.5% | +232.0% | -239.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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