+364.2%
ELF vs WCN
+302.6%
+61.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | +7.8% | +1.2% | +6.6% | +7.2% |
| 30D | +9.3% | +24.6% | -15.3% | -2.4% |
| 3M | +21.2% | +14.2% | +7.0% | +13.1% |
| 6M | +96.1% | +25.7% | +70.4% | +73.5% |
| YTD | +57.0% | +9.3% | +47.7% | +48.2% |
| 1Y | +61.9% | +15.3% | +46.5% | +48.4% |
| 3Y | +20.0% | +48.6% | -28.6% | -8.4% |
| 5Y | +284.8% | +46.9% | +237.8% | +194.0% |
| 10Y | +364.2% | +298.1% | +66.1% | +135.7% |
| All | +364.2% | +302.6% | +61.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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