-18.0%
ELF vs GWW
+31.2%
-49.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +5.4% | +1.4% | +4.0% | +4.7% |
| 30D | +27.0% | +3.3% | +23.7% | +25.0% |
| 3M | +113.2% | +2.9% | +110.3% | +107.1% |
| 6M | +36.6% | +15.8% | +20.8% | +22.2% |
| YTD | +44.2% | +32.0% | +12.2% | +16.3% |
| 1Y | -18.0% | +29.9% | -47.9% | -30.7% |
| All | -18.0% | +31.2% | -49.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling