-19.5%
ELF vs WCN
+20.7%
-40.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | +27.0% | +0.4% | +26.5% | +26.9% |
| 3M | +113.2% | +7.3% | +105.9% | +109.2% |
| 6M | +36.6% | -2.5% | +39.1% | +36.9% |
| YTD | +44.2% | -5.4% | +49.6% | +45.0% |
| 1Y | -18.0% | -8.5% | -9.5% | -16.9% |
| All | -19.5% | +20.7% | -40.3% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling