+328.7%
WM vs ELV
+298.7%
+30.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +13.3% | +1.3% | +12.0% | +13.0% |
| 3M | +4.4% | +6.6% | -2.2% | +2.7% |
| 6M | +10.8% | +11.6% | -0.7% | +7.3% |
| YTD | +9.1% | +21.1% | -12.0% | +2.6% |
| 1Y | +19.1% | +34.2% | -15.1% | +8.8% |
| 3Y | +45.7% | -2.9% | +48.6% | +41.9% |
| 5Y | +60.4% | +4.6% | +55.8% | +50.6% |
| 10Y | +328.7% | +272.8% | +55.9% | +209.4% |
| All | +328.7% | +298.7% | +30.0% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling