+880.6%
WMT vs ELV
+2,378.1%
-1,497.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | -0.2% | -2.2% | +2.0% | +0.1% |
| 30D | -5.8% | -0.2% | -5.6% | -5.8% |
| 3M | -10.8% | -6.1% | -4.7% | -10.1% |
| 6M | -14.3% | +42.8% | -57.2% | -19.8% |
| YTD | -4.4% | +14.4% | -18.8% | -7.4% |
| 1Y | +4.3% | +28.6% | -24.3% | -1.2% |
| 3Y | +100.1% | -7.4% | +107.5% | +97.7% |
| 5Y | +130.8% | +14.5% | +116.4% | +117.3% |
| 10Y | +433.7% | +257.4% | +176.3% | +291.7% |
| All | +880.6% | +2,378.1% | -1,497.5% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling