-24.9%
ELF vs GWW
+30.4%
-55.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -3.6% |
| 7D | -1.2% | -1.5% | +0.4% | -0.4% |
| 30D | +5.9% | +1.1% | +4.8% | +5.3% |
| 3M | +99.5% | -1.0% | +100.5% | +97.7% |
| 6M | +26.5% | +16.3% | +10.2% | +12.0% |
| YTD | +37.2% | +28.5% | +8.7% | +10.5% |
| All | -24.9% | +30.4% | -55.3% | -37.9% |
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