+357.2%
ELF vs WPM
+556.6%
-199.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.4% |
| 7D | +6.3% | +16.4% | -10.1% | +5.2% |
| 30D | +8.5% | -1.5% | +10.0% | +8.5% |
| 3M | +24.4% | +2.6% | +21.9% | +24.1% |
| 6M | +94.7% | -1.3% | +96.1% | +94.3% |
| YTD | +55.9% | +16.8% | +39.1% | +54.0% |
| 1Y | +48.4% | +34.1% | +14.3% | +45.8% |
| 3Y | +24.6% | +225.1% | -200.5% | +15.7% |
| 5Y | +285.0% | +234.5% | +50.5% | +254.0% |
| 10Y | +357.2% | +674.1% | -316.9% | +319.2% |
| All | +357.2% | +556.6% | -199.4% | +319.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling