+59.7%
WM vs ELV
+8.2%
+51.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | +13.1% | +5.3% | +7.8% | +12.2% |
| 3M | +3.6% | +9.2% | -5.6% | +2.2% |
| 6M | +8.1% | +14.5% | -6.5% | +5.5% |
| YTD | +8.9% | +23.2% | -14.3% | +4.6% |
| 1Y | +20.3% | +38.0% | -17.7% | +13.0% |
| 3Y | +46.2% | -1.5% | +47.7% | +44.7% |
| All | +59.7% | +8.2% | +51.5% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling