+273.7%
ELV vs WY
+7.6%
+266.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.2% | -4.2% | +7.4% | +4.7% |
| 30D | +5.4% | -10.1% | +15.4% | +9.2% |
| 3M | +5.4% | -8.5% | +13.8% | +7.9% |
| 6M | +45.7% | -3.3% | +49.1% | +45.8% |
| YTD | +21.2% | -4.4% | +25.6% | +21.3% |
| 1Y | +35.6% | -11.5% | +47.1% | +39.4% |
| 3Y | -2.0% | -24.3% | +22.3% | +4.4% |
| 5Y | +26.0% | -21.3% | +47.3% | +28.5% |
| All | +273.7% | +7.6% | +266.2% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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