+338.3%
ELF vs BWA
+86.3%
+252.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.7% |
| 7D | +4.0% | -5.5% | +9.4% | +6.2% |
| 30D | +10.6% | -21.7% | +32.3% | +21.2% |
| 3M | +25.8% | -25.6% | +51.4% | +39.9% |
| 6M | +89.1% | -17.4% | +106.5% | +98.3% |
| YTD | +52.7% | +9.2% | +43.5% | +39.7% |
| 1Y | +51.7% | +9.7% | +42.0% | +38.3% |
| 3Y | +14.2% | +54.6% | -40.4% | -11.3% |
| 5Y | +270.7% | +26.8% | +243.9% | +197.6% |
| 10Y | +341.9% | +89.0% | +253.0% | +180.6% |
| All | +338.3% | +86.3% | +252.0% | +179.9% |
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