+2,568.1%
ELV vs WWD
+4,910.4%
-2,342.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.0% | +4.0% | -3.0% | 0.0% |
| 30D | +0.4% | +0.4% | 0.0% | -0.1% |
| 3M | +8.4% | -7.9% | +16.3% | +9.9% |
| 6M | +8.4% | -10.6% | +19.1% | +10.1% |
| YTD | +24.4% | +9.4% | +15.0% | +19.0% |
| 1Y | +33.5% | +25.7% | +7.7% | +23.0% |
| 3Y | -2.1% | +148.5% | -150.6% | -26.2% |
| 5Y | +5.8% | +189.5% | -183.7% | -25.0% |
| 10Y | +268.9% | +451.8% | -182.9% | +110.3% |
| All | +2,568.1% | +4,910.4% | -2,342.3% | +841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling