-18.0%
ELF vs WSM
+19.9%
-37.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +0.7% |
| 7D | +5.4% | -3.3% | +8.6% | +7.6% |
| 30D | +27.0% | -8.4% | +35.4% | +34.6% |
| 3M | +113.2% | +9.7% | +103.5% | +98.3% |
| 6M | +36.6% | +16.7% | +19.9% | +21.7% |
| YTD | +44.2% | +28.7% | +15.5% | +18.6% |
| 1Y | -18.0% | +13.7% | -31.6% | -23.5% |
| All | -18.0% | +19.9% | -37.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling