+21.7%
ELV vs WSM
+175.3%
-153.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.5% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | +4.9% | -7.7% | +12.6% | +5.4% |
| 3M | +4.9% | +3.8% | +1.1% | +4.5% |
| 6M | +45.1% | +22.7% | +22.4% | +42.7% |
| YTD | +20.7% | +28.0% | -7.3% | +18.3% |
| 1Y | +35.0% | +12.7% | +22.3% | +33.4% |
| 3Y | -2.4% | +231.3% | -233.7% | -14.3% |
| All | +21.7% | +175.3% | -153.6% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling