+20.2%
WM vs ELV
+42.8%
-22.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +0.8% | -1.1% | +1.8% | +0.8% |
| 30D | +13.8% | +1.8% | +12.1% | +13.7% |
| 3M | +6.4% | +10.5% | -4.1% | +6.2% |
| 6M | +13.2% | +13.5% | -0.2% | +13.2% |
| YTD | +10.8% | +24.3% | -13.5% | +11.3% |
| 1Y | +20.2% | +38.9% | -18.8% | +22.9% |
| All | +20.2% | +42.8% | -22.6% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling