+313.8%
ELF vs BWA
+157.8%
+156.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +1.0% |
| 7D | +5.4% | +5.7% | -0.3% | +3.1% |
| 30D | +27.0% | +1.4% | +25.6% | +26.0% |
| 3M | +113.2% | -12.1% | +125.3% | +122.2% |
| 6M | +36.6% | +28.6% | +8.0% | +20.7% |
| YTD | +44.2% | +51.1% | -6.9% | +17.1% |
| 1Y | -18.0% | +55.9% | -73.9% | -34.5% |
| 3Y | -19.9% | +70.1% | -90.1% | -40.0% |
| 5Y | +257.7% | +90.7% | +167.0% | +145.3% |
| All | +313.8% | +157.8% | +156.1% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling