+301.7%
ELF vs WCN
+322.1%
-20.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.6% | +2.6% | -1.0% | +0.3% |
| 30D | +9.1% | +23.9% | -14.8% | -2.3% |
| 3M | +28.2% | +17.4% | +10.8% | +17.9% |
| 6M | +119.5% | +28.0% | +91.5% | +92.3% |
| YTD | +55.2% | +11.6% | +43.6% | +44.9% |
| 1Y | +58.6% | +16.9% | +41.7% | +44.4% |
| 3Y | +21.3% | +51.6% | -30.3% | -8.6% |
| 5Y | +276.2% | +48.0% | +228.2% | +185.8% |
| All | +301.7% | +322.1% | -20.4% | +75.0% |
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