+1,328.4%
WDC vs ELV
-3.1%
+1,331.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.4% | -4.7% |
| 7D | +4.4% | +0.4% | +4.0% | +4.4% |
| 30D | +5.3% | +6.7% | -1.4% | +4.8% |
| 3M | -5.9% | +3.0% | -8.9% | -6.0% |
| 6M | +73.2% | +48.0% | +25.3% | +66.3% |
| YTD | +167.8% | +20.0% | +147.8% | +159.5% |
| 1Y | +386.0% | +37.9% | +348.1% | +370.9% |
| All | +1,328.4% | -3.1% | +1,331.5% | +1,266.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling