+286.6%
ELF vs WCN
+322.0%
-35.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.0% | -4.6% |
| 7D | +3.4% | +1.2% | +2.2% | +2.7% |
| 30D | +5.0% | +26.4% | -21.5% | -7.0% |
| 3M | +22.6% | +17.5% | +5.1% | +12.7% |
| 6M | +104.0% | +28.7% | +75.2% | +78.1% |
| YTD | +49.3% | +11.5% | +37.8% | +39.4% |
| 1Y | +46.0% | +15.9% | +30.2% | +33.6% |
| 3Y | +19.4% | +51.6% | -32.2% | -10.0% |
| 5Y | +262.0% | +47.9% | +214.1% | +175.0% |
| All | +286.6% | +322.0% | -35.4% | +68.4% |
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