+364.2%
ELF vs WCC
+492.1%
-127.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.4% | 0.0% |
| 7D | +7.8% | -5.7% | +13.5% | +9.4% |
| 30D | +9.3% | -13.5% | +22.7% | +13.6% |
| 3M | +21.2% | -12.9% | +34.0% | +25.2% |
| 6M | +96.1% | -10.7% | +106.8% | +98.1% |
| YTD | +57.0% | +30.0% | +27.0% | +38.1% |
| 1Y | +61.9% | +24.7% | +37.1% | +44.6% |
| 3Y | +20.0% | +136.6% | -116.6% | -18.0% |
| 5Y | +284.8% | +143.9% | +140.8% | +143.9% |
| 10Y | +364.2% | +465.9% | -101.7% | +88.8% |
| All | +364.2% | +492.1% | -127.8% | +88.8% |
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