+293.6%
ELF vs WPM
+500.0%
-206.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -1.2% | +7.0% | -8.2% | -1.6% |
| 30D | +5.9% | +15.7% | -9.8% | +5.0% |
| 3M | +99.5% | +35.2% | +64.3% | +96.1% |
| 6M | +26.5% | +6.1% | +20.4% | +25.6% |
| YTD | +37.2% | +32.6% | +4.6% | +34.6% |
| 1Y | -24.4% | +46.9% | -71.3% | -26.2% |
| 3Y | -23.3% | +276.3% | -299.6% | -29.4% |
| 5Y | +245.2% | +260.0% | -14.8% | +215.8% |
| All | +293.6% | +500.0% | -206.4% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WPM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling