+3,226.9%
WELL vs ELV
+2,444.2%
+782.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | -0.8% | +3.3% | -4.1% | -1.7% |
| 30D | -0.1% | +4.2% | -4.2% | -1.2% |
| 3M | +18.0% | -0.1% | +18.1% | +17.6% |
| 6M | +15.0% | +41.3% | -26.3% | +3.7% |
| YTD | +28.6% | +17.4% | +11.2% | +21.2% |
| 1Y | +42.9% | +35.1% | +7.9% | +28.7% |
| 3Y | +203.0% | -3.2% | +206.3% | +192.7% |
| 5Y | +206.9% | +15.6% | +191.3% | +175.1% |
| 10Y | +339.5% | +276.8% | +62.7% | +174.9% |
| All | +3,226.9% | +2,444.2% | +782.7% | +1,284.2% |
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