+341.4%
ELF vs WAT
+227.3%
+114.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.3% |
| 7D | +4.0% | -1.1% | +5.1% | +4.5% |
| 30D | +10.6% | +5.0% | +5.6% | +8.5% |
| 3M | +25.8% | +14.5% | +11.3% | +19.2% |
| 6M | +89.1% | +30.9% | +58.1% | +69.2% |
| YTD | +52.7% | +20.5% | +32.3% | +40.5% |
| 1Y | +51.7% | +23.3% | +28.4% | +38.2% |
| 3Y | +14.2% | +81.5% | -67.3% | -12.6% |
| 5Y | +270.7% | +33.4% | +237.3% | +212.1% |
| All | +341.4% | +227.3% | +114.1% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling