+797.0%
WFC vs ELV
+2,444.2%
-1,647.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.6% |
| 7D | +3.8% | +3.3% | +0.5% | +2.4% |
| 30D | +1.5% | +4.2% | -2.7% | -0.2% |
| 3M | +10.9% | -0.1% | +10.9% | +10.1% |
| 6M | +8.4% | +41.3% | -32.8% | -6.8% |
| YTD | -1.9% | +17.4% | -19.3% | -10.2% |
| 1Y | +12.3% | +35.1% | -22.7% | -3.6% |
| 3Y | +132.3% | -3.2% | +135.6% | +118.9% |
| 5Y | +130.1% | +15.6% | +114.5% | +95.3% |
| 10Y | +134.4% | +276.8% | -142.4% | +10.8% |
| All | +797.0% | +2,444.2% | -1,647.2% | +111.9% |
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