+11.4%
WBD vs ELV
+280.2%
-268.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -0.7% | +3.2% | -3.9% | -1.6% |
| 30D | +1.4% | +5.4% | -4.0% | 0.0% |
| 3M | +4.4% | +5.4% | -1.0% | +2.6% |
| 6M | +0.8% | +45.7% | -44.9% | -9.5% |
| YTD | -2.7% | +21.2% | -23.9% | -9.0% |
| 1Y | +73.4% | +35.6% | +37.8% | +56.2% |
| 3Y | +142.1% | -2.0% | +144.1% | +134.7% |
| 5Y | +7.2% | +26.0% | -18.8% | -6.4% |
| All | +11.4% | +280.2% | -268.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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