+559.6%
ELV vs WU
-21.6%
+581.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.6% |
| 7D | -0.3% | -0.8% | +0.6% | 0.0% |
| 30D | +2.0% | -1.1% | +3.1% | +2.2% |
| 3M | -3.5% | -1.8% | -1.7% | -4.4% |
| 6M | +40.2% | -23.9% | +64.1% | +50.1% |
| YTD | +15.8% | -20.4% | +36.2% | +22.1% |
| 1Y | +33.2% | -10.6% | +43.7% | +34.3% |
| 3Y | -6.2% | -27.7% | +21.5% | -0.8% |
| 5Y | +16.4% | -51.1% | +67.6% | +37.2% |
| 10Y | +259.8% | -40.7% | +300.5% | +286.0% |
| All | +559.6% | -21.6% | +581.2% | +494.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling