+255.0%
ELF vs BWA
+91.4%
+163.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +1.2% |
| 7D | +5.4% | +5.7% | -0.3% | +3.4% |
| 30D | +27.0% | +1.4% | +25.6% | +26.1% |
| 3M | +113.2% | -12.1% | +125.3% | +121.4% |
| 6M | +36.6% | +28.6% | +8.0% | +22.2% |
| YTD | +44.2% | +51.1% | -6.9% | +18.6% |
| 1Y | -18.0% | +55.9% | -73.9% | -33.7% |
| 3Y | -19.9% | +70.1% | -90.1% | -40.0% |
| All | +255.0% | +91.4% | +163.7% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling