+3,396.4%
WELL vs ELV
+2,593.2%
+803.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +7.8% | +1.8% | +6.0% | +7.2% |
| 3M | +10.2% | +10.5% | -0.3% | +7.1% |
| 6M | +16.4% | +13.5% | +2.9% | +11.7% |
| YTD | +35.2% | +24.3% | +10.9% | +25.2% |
| 1Y | +30.5% | +38.9% | -8.5% | +16.8% |
| 3Y | +206.1% | -1.5% | +207.5% | +194.3% |
| 5Y | +228.3% | +7.3% | +221.0% | +202.3% |
| 10Y | +468.3% | +268.7% | +199.6% | +257.8% |
| All | +3,396.4% | +2,593.2% | +803.3% | +1,330.2% |
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