+417.4%
WDC vs ELV
+34.8%
+382.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.6% | +6.1% |
| 7D | +1.7% | +3.3% | -1.6% | +1.2% |
| 30D | -10.0% | +4.2% | -14.1% | -10.7% |
| 3M | -18.8% | -0.1% | -18.7% | -18.3% |
| 6M | +79.0% | +41.3% | +37.8% | +59.6% |
| YTD | +171.6% | +17.4% | +154.1% | +147.8% |
| 1Y | +417.4% | +35.1% | +382.3% | +359.2% |
| All | +417.4% | +34.8% | +382.6% | +359.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling