+568.8%
ELV vs WU
-19.6%
+588.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | +4.2% | -1.1% | +5.3% | +4.4% |
| 3M | -0.1% | -3.9% | +3.8% | -0.4% |
| 6M | +41.3% | -20.7% | +61.9% | +49.2% |
| YTD | +17.4% | -18.4% | +35.8% | +22.8% |
| 1Y | +35.1% | -8.1% | +43.1% | +35.1% |
| 3Y | -3.2% | -24.2% | +20.9% | +0.8% |
| 5Y | +15.6% | -50.4% | +66.1% | +35.8% |
| 10Y | +276.8% | -40.0% | +316.8% | +302.9% |
| All | +568.8% | -19.6% | +588.4% | +497.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling