+2,385.0%
ELV vs WSM
+5,514.2%
-3,129.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -0.3% | +2.6% | -2.8% | -0.7% |
| 30D | +2.0% | -9.5% | +11.5% | +3.7% |
| 3M | -3.5% | +12.9% | -16.4% | -5.9% |
| 6M | +40.2% | +23.0% | +17.2% | +34.2% |
| YTD | +15.8% | +28.9% | -13.1% | +9.7% |
| 1Y | +33.2% | +13.7% | +19.5% | +28.7% |
| 3Y | -6.2% | +232.6% | -238.9% | -29.6% |
| 5Y | +16.4% | +185.9% | -169.4% | -13.5% |
| 10Y | +259.8% | +998.6% | -738.9% | +85.5% |
| All | +2,385.0% | +5,514.2% | -3,129.2% | +732.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling