+255.0%
ELF vs WCN
+30.3%
+224.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | +27.0% | +0.4% | +26.5% | +26.8% |
| 3M | +113.2% | +7.3% | +105.9% | +105.7% |
| 6M | +36.6% | -2.5% | +39.1% | +37.4% |
| YTD | +44.2% | -5.4% | +49.6% | +46.6% |
| 1Y | -18.0% | -8.5% | -9.5% | -15.4% |
| 3Y | -19.9% | +20.8% | -40.7% | -34.2% |
| All | +255.0% | +30.3% | +224.7% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling