+293.4%
WBD vs ELV
+616.9%
-323.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | -1.7% | -2.2% | +0.5% | -1.1% |
| 30D | +3.9% | -0.2% | +4.1% | +3.9% |
| 3M | +5.1% | -6.1% | +11.2% | +6.5% |
| 6M | +0.6% | +42.8% | -42.3% | -10.4% |
| YTD | -3.2% | +14.4% | -17.5% | -8.6% |
| 1Y | +127.7% | +28.6% | +99.0% | +106.2% |
| 3Y | +146.6% | -7.4% | +154.0% | +140.5% |
| 5Y | +4.2% | +14.5% | -10.3% | -6.9% |
| 10Y | +13.7% | +257.4% | -243.7% | -33.9% |
| All | +293.4% | +616.9% | -323.5% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling