+293.6%
ELF vs WCN
+248.2%
+45.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.4% |
| 7D | -1.2% | -0.4% | -0.7% | -0.9% |
| 30D | +5.9% | -2.1% | +8.0% | +7.1% |
| 3M | +99.5% | +6.4% | +93.1% | +92.8% |
| 6M | +26.5% | -3.7% | +30.2% | +28.0% |
| YTD | +37.2% | -6.4% | +43.5% | +40.3% |
| 1Y | -24.4% | -7.9% | -16.5% | -22.2% |
| 3Y | -23.3% | +20.8% | -44.1% | -34.7% |
| 5Y | +245.2% | +29.0% | +216.2% | +181.1% |
| All | +293.6% | +248.2% | +45.5% | +102.8% |
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