+313.8%
ELF vs WPM
+499.5%
-185.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.2% |
| 7D | +5.4% | +1.1% | +4.3% | +5.3% |
| 30D | +27.0% | +26.4% | +0.6% | +25.3% |
| 3M | +113.2% | +20.8% | +92.4% | +110.6% |
| 6M | +36.6% | +1.1% | +35.5% | +35.9% |
| YTD | +44.2% | +32.5% | +11.8% | +41.6% |
| 1Y | -18.0% | +51.5% | -69.5% | -20.0% |
| 3Y | -19.9% | +267.0% | -286.9% | -26.2% |
| 5Y | +257.7% | +250.1% | +7.6% | +227.7% |
| All | +313.8% | +499.5% | -185.7% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling