-24.4%
ELF vs WCN
-8.2%
-16.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -1.2% | -0.4% | -0.7% | -1.1% |
| 30D | +5.9% | -2.1% | +8.0% | +6.4% |
| 3M | +99.5% | +6.4% | +93.1% | +96.3% |
| 6M | +26.5% | -3.7% | +30.2% | +26.7% |
| YTD | +37.2% | -6.4% | +43.5% | +35.4% |
| 1Y | -24.4% | -7.9% | -16.5% | -22.6% |
| All | -24.4% | -8.2% | -16.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling