+272.1%
ELV vs WU
-39.1%
+311.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +2.8% | -3.5% | +6.2% | +3.8% |
| 30D | +4.9% | -2.9% | +7.8% | +5.7% |
| 3M | +4.9% | -2.3% | +7.2% | +4.0% |
| 6M | +45.1% | -25.4% | +70.4% | +55.6% |
| YTD | +20.7% | -21.2% | +41.9% | +27.1% |
| 1Y | +35.0% | -8.9% | +43.9% | +35.2% |
| 3Y | -2.4% | -29.0% | +26.5% | +3.5% |
| 5Y | +25.5% | -50.7% | +76.2% | +50.0% |
| All | +272.1% | -39.1% | +311.2% | +294.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling