+364.2%
ELF vs BWA
+101.5%
+262.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.6% | +0.7% |
| 7D | +7.8% | -0.6% | +8.4% | +8.0% |
| 30D | +9.3% | -16.1% | +25.3% | +16.6% |
| 3M | +21.2% | -24.6% | +45.8% | +34.0% |
| 6M | +96.1% | -15.7% | +111.8% | +104.5% |
| YTD | +57.0% | +15.1% | +41.9% | +40.6% |
| 1Y | +61.9% | +15.9% | +46.0% | +44.4% |
| 3Y | +20.0% | +67.1% | -47.1% | -9.7% |
| 5Y | +284.8% | +34.7% | +250.0% | +201.3% |
| 10Y | +364.2% | +99.5% | +264.7% | +211.3% |
| All | +364.2% | +101.5% | +262.7% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling