+347.0%
ELF vs WCN
+311.0%
+36.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +4.3% | +0.4% | +3.8% | +4.0% |
| 30D | +7.7% | +25.3% | -17.6% | -4.0% |
| 3M | +24.7% | +15.4% | +9.3% | +15.7% |
| 6M | +114.6% | +27.8% | +86.8% | +88.2% |
| YTD | +55.8% | +10.6% | +45.2% | +46.2% |
| 1Y | +51.9% | +15.8% | +36.1% | +39.1% |
| 3Y | +24.6% | +50.3% | -25.7% | -5.5% |
| 5Y | +279.2% | +46.9% | +232.3% | +189.7% |
| 10Y | +338.7% | +318.8% | +20.0% | +106.4% |
| All | +347.0% | +311.0% | +36.0% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling