+101.9%
WMT vs ELV
-2.5%
+104.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.9% |
| 7D | 0.0% | +2.8% | -2.7% | -0.2% |
| 30D | -7.4% | +4.9% | -12.3% | -7.7% |
| 3M | -10.9% | +4.9% | -15.8% | -11.2% |
| 6M | -12.7% | +45.1% | -57.8% | -14.8% |
| YTD | -3.2% | +20.7% | -23.9% | -4.6% |
| 1Y | +5.3% | +35.0% | -29.8% | +3.0% |
| 3Y | +101.9% | -2.4% | +104.3% | +102.4% |
| All | +101.9% | -2.5% | +104.4% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling