+357.2%
ELF vs WCN
+300.6%
+56.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +6.3% | +2.6% | +3.7% | +4.9% |
| 30D | +8.5% | +25.3% | -16.8% | -3.3% |
| 3M | +24.4% | +15.2% | +9.2% | +15.6% |
| 6M | +94.7% | +26.4% | +68.3% | +71.8% |
| YTD | +55.9% | +9.9% | +45.9% | +46.7% |
| 1Y | +48.4% | +16.2% | +32.2% | +35.6% |
| 3Y | +24.6% | +49.4% | -24.8% | -5.1% |
| 5Y | +285.0% | +46.2% | +238.9% | +195.0% |
| 10Y | +357.2% | +305.7% | +51.5% | +129.6% |
| All | +357.2% | +300.6% | +56.6% | +129.6% |
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