+338.3%
ELF vs WCC
+406.4%
-68.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.6% | +5.0% |
| 7D | +4.0% | -14.7% | +18.7% | +9.2% |
| 30D | +10.6% | -20.1% | +30.6% | +18.1% |
| 3M | +25.8% | -21.2% | +47.0% | +34.4% |
| 6M | +89.1% | -19.2% | +108.2% | +97.6% |
| YTD | +52.7% | +20.2% | +32.5% | +38.2% |
| 1Y | +51.7% | +14.5% | +37.3% | +39.7% |
| 3Y | +14.2% | +115.1% | -100.9% | -19.2% |
| 5Y | +270.7% | +121.5% | +149.2% | +143.8% |
| 10Y | +341.9% | +468.1% | -126.2% | +74.7% |
| All | +338.3% | +406.4% | -68.1% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling