-19.5%
ELF vs WCC
+124.0%
-143.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +0.8% |
| 7D | +5.4% | +4.5% | +0.9% | +3.8% |
| 30D | +27.0% | -5.8% | +32.8% | +29.3% |
| 3M | +113.2% | -3.7% | +116.9% | +113.7% |
| 6M | +36.6% | +23.1% | +13.5% | +23.0% |
| YTD | +44.2% | +44.2% | +0.1% | +22.4% |
| 1Y | -18.0% | +62.1% | -80.1% | -33.8% |
| All | -19.5% | +124.0% | -143.5% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling