+338.7%
ELF vs WCC
+453.1%
-114.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -1.2% |
| 7D | +4.3% | +3.3% | +0.9% | +2.9% |
| 30D | +7.7% | -9.4% | +17.2% | +10.3% |
| 3M | +24.7% | -10.5% | +35.2% | +27.7% |
| 6M | +114.6% | -10.4% | +125.0% | +117.0% |
| YTD | +55.8% | +34.4% | +21.4% | +35.5% |
| 1Y | +51.9% | +27.7% | +24.3% | +34.6% |
| 3Y | +24.6% | +137.9% | -113.4% | -15.1% |
| 5Y | +279.2% | +147.0% | +132.2% | +139.3% |
| 10Y | +338.7% | +442.5% | -103.7% | +77.0% |
| All | +338.7% | +453.1% | -114.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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