+2,385.0%
ELV vs WY
+175.6%
+2,209.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.9% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +2.0% | -10.5% | +12.4% | +5.8% |
| 3M | -3.5% | -4.9% | +1.4% | -2.4% |
| 6M | +40.2% | -4.9% | +45.1% | +41.2% |
| YTD | +15.8% | -1.7% | +17.5% | +15.0% |
| 1Y | +33.2% | -9.4% | +42.5% | +35.7% |
| 3Y | -6.2% | -22.3% | +16.1% | -1.2% |
| 5Y | +16.4% | -20.5% | +37.0% | +18.9% |
| 10Y | +259.8% | +4.9% | +254.8% | +208.2% |
| All | +2,385.0% | +175.6% | +2,209.4% | +1,194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling