+314.5%
ELF vs WAT
+187.3%
+127.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.1% |
| 7D | -2.7% | -5.6% | +2.9% | -0.6% |
| 30D | +6.9% | +3.8% | +3.1% | +5.3% |
| 3M | +27.2% | +13.3% | +13.9% | +21.1% |
| 6M | +84.9% | +32.2% | +52.7% | +65.3% |
| YTD | +44.5% | +19.3% | +25.2% | +33.6% |
| 1Y | -6.8% | +21.8% | -28.6% | -14.5% |
| 3Y | +14.2% | +73.9% | -59.7% | -10.5% |
| 5Y | +250.6% | +32.1% | +218.6% | +197.7% |
| 10Y | +318.0% | +228.2% | +89.8% | +178.1% |
| All | +314.5% | +187.3% | +127.3% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling