+916.1%
WDC vs ELV
+25.1%
+891.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -4.3% | +3.2% | -7.5% | -4.8% |
| 30D | -1.5% | +5.4% | -6.9% | -2.4% |
| 3M | -15.5% | +5.4% | -20.8% | -16.3% |
| 6M | +66.5% | +45.7% | +20.7% | +55.1% |
| YTD | +159.9% | +21.2% | +138.7% | +148.1% |
| 1Y | +366.0% | +35.6% | +330.3% | +337.6% |
| 3Y | +1,285.8% | -2.0% | +1,287.8% | +1,247.1% |
| All | +916.1% | +25.1% | +891.0% | +762.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling