+2,500.0%
ELV vs WTW
+735.1%
+1,764.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +3.2% | -5.7% | +8.9% | +5.4% |
| 30D | +5.4% | -7.3% | +12.6% | +8.2% |
| 3M | +5.4% | +21.5% | -16.1% | -2.2% |
| 6M | +45.7% | +9.6% | +36.1% | +39.5% |
| YTD | +21.2% | -3.3% | +24.5% | +21.2% |
| 1Y | +35.6% | -6.1% | +41.8% | +37.0% |
| 3Y | -2.0% | +61.8% | -63.8% | -20.1% |
| 5Y | +26.0% | +42.7% | -16.7% | +6.0% |
| 10Y | +278.7% | +197.2% | +81.5% | +143.7% |
| All | +2,500.0% | +735.1% | +1,764.9% | +1,018.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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