+1,188.5%
WDC vs ELV
+278.6%
+910.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.5% | -12.8% | -9.1% |
| 7D | -4.3% | +2.8% | -7.1% | -5.4% |
| 30D | -1.5% | +4.9% | -6.4% | -3.5% |
| 3M | -15.5% | +4.9% | -20.4% | -17.7% |
| 6M | +66.5% | +45.1% | +21.4% | +43.7% |
| YTD | +159.9% | +20.7% | +139.2% | +137.7% |
| 1Y | +366.0% | +35.0% | +330.9% | +307.6% |
| 3Y | +1,285.8% | -2.4% | +1,288.3% | +1,208.3% |
| 5Y | +925.6% | +25.5% | +900.1% | +728.0% |
| All | +1,188.5% | +278.6% | +910.0% | +687.6% |
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 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