+21.3%
ELF vs WAT
+82.3%
-61.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +9.1% | +5.4% | +3.7% | +6.8% |
| 3M | +28.2% | +11.3% | +16.9% | +22.6% |
| 6M | +119.5% | +37.4% | +82.1% | +91.8% |
| YTD | +55.2% | +21.2% | +34.0% | +42.3% |
| 1Y | +58.6% | +21.3% | +37.3% | +45.2% |
| 3Y | +21.3% | +83.4% | -62.1% | -13.2% |
| All | +21.3% | +82.3% | -61.1% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling