+14,300.4%
WDC vs ELV
+2,594.5%
+11,706.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | +12.1% | +1.0% | +11.1% | +11.6% |
| 30D | -18.8% | +0.4% | -19.2% | -19.2% |
| 3M | -39.3% | +8.4% | -47.7% | -41.6% |
| 6M | -40.1% | +8.4% | -48.6% | -43.1% |
| YTD | +71.8% | +24.4% | +47.4% | +54.2% |
| 1Y | +88.5% | +33.5% | +55.0% | +64.8% |
| 3Y | +770.0% | -2.1% | +772.1% | +714.5% |
| 5Y | +549.0% | +5.8% | +543.3% | +475.9% |
| 10Y | +650.3% | +268.9% | +381.4% | +293.6% |
| All | +14,300.4% | +2,594.5% | +11,706.0% | +3,809.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling