+6.5%
ELV vs WWD
+189.1%
-182.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -0.5% | +8.2% | -8.6% | -1.3% |
| 30D | +1.1% | -0.2% | +1.3% | +1.0% |
| 3M | +8.2% | -8.4% | +16.6% | +9.0% |
| 6M | +10.2% | -9.5% | +19.7% | +10.8% |
| YTD | +24.4% | +10.1% | +14.4% | +21.2% |
| 1Y | +33.8% | +21.6% | +12.3% | +28.4% |
| 3Y | -1.4% | +149.6% | -150.9% | -17.3% |
| All | +6.5% | +189.1% | -182.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling