+38.6%
ELF vs WETO
-99.4%
+138.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +1.3% |
| 7D | -11.6% | -4.3% | -7.3% | -11.6% |
| 30D | +4.6% | -39.9% | +44.5% | -0.6% |
| 3M | +59.7% | -97.9% | +157.6% | +77.3% |
| 6M | +21.2% | -95.0% | +116.3% | +12.9% |
| YTD | +27.4% | -97.2% | +124.6% | +29.4% |
| 1Y | -29.8% | -98.9% | +69.1% | -18.2% |
| All | +38.6% | -99.4% | +138.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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