+113.2%
WDC vs ELV
+42.6%
+70.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.9% | -11.7% | -7.0% |
| 7D | -18.3% | +4.8% | -23.1% | -18.5% |
| 30D | -26.7% | +10.1% | -36.7% | -27.4% |
| 3M | -40.9% | +15.4% | -56.3% | -42.2% |
| 6M | -26.8% | +17.7% | -44.5% | -29.5% |
| YTD | +88.2% | +25.7% | +62.5% | +67.4% |
| 1Y | +113.2% | +39.9% | +73.3% | +88.6% |
| All | +113.2% | +42.6% | +70.6% | +88.6% |
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 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