+1,582.2%
EL vs WY
+295.0%
+1,287.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.7% |
| 7D | +0.8% | -1.7% | +2.5% | +1.4% |
| 30D | +19.8% | -10.1% | +29.9% | +24.5% |
| 3M | +25.7% | -5.1% | +30.8% | +27.8% |
| 6M | +5.4% | -4.8% | +10.2% | +6.9% |
| YTD | +0.2% | -0.2% | +0.5% | -0.2% |
| 1Y | +20.4% | -6.6% | +27.1% | +22.5% |
| 3Y | -32.1% | -22.7% | -9.4% | -26.0% |
| 5Y | -67.2% | -22.2% | -45.0% | -64.4% |
| 10Y | +31.7% | +7.3% | +24.5% | +21.5% |
| All | +1,582.2% | +295.0% | +1,287.2% | +864.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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