+306.4%
WM vs ELV
+276.4%
+30.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.8% |
| 7D | -0.3% | +3.3% | -3.6% | -1.1% |
| 30D | -2.4% | +4.2% | -6.5% | -3.3% |
| 3M | +0.4% | -0.1% | +0.5% | 0.0% |
| 6M | -9.5% | +41.3% | -50.7% | -17.4% |
| YTD | +0.5% | +17.4% | -16.9% | -4.7% |
| 1Y | -1.1% | +35.1% | -36.2% | -9.9% |
| 3Y | +46.0% | -3.2% | +49.3% | +42.1% |
| 5Y | +51.8% | +15.6% | +36.2% | +37.6% |
| All | +306.4% | +276.4% | +30.1% | +178.8% |
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