+286.6%
ELF vs BWA
+94.6%
+191.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.0% |
| 7D | +3.4% | +7.3% | -3.9% | +0.6% |
| 30D | +5.0% | -15.8% | +20.8% | +11.9% |
| 3M | +22.6% | -25.7% | +48.3% | +36.4% |
| 6M | +104.0% | -19.6% | +123.6% | +117.1% |
| YTD | +49.3% | +14.1% | +35.2% | +34.1% |
| 1Y | +46.0% | +12.2% | +33.9% | +32.0% |
| 3Y | +19.4% | +63.8% | -44.4% | -9.5% |
| 5Y | +262.0% | +28.7% | +233.3% | +188.8% |
| All | +286.6% | +94.6% | +191.9% | +144.5% |
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