+357.2%
ELF vs WSM
+1,226.6%
-869.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.3% | +3.1% | +3.2% | +5.0% |
| 30D | +8.5% | +8.5% | 0.0% | +5.1% |
| 3M | +24.4% | +4.6% | +19.8% | +22.1% |
| 6M | +94.7% | +44.5% | +50.2% | +69.8% |
| YTD | +55.9% | +48.4% | +7.4% | +34.6% |
| 1Y | +48.4% | +36.2% | +12.2% | +32.2% |
| 3Y | +24.6% | +268.8% | -244.1% | -21.9% |
| 5Y | +285.0% | +185.2% | +99.8% | +149.7% |
| 10Y | +357.2% | +1,175.8% | -818.6% | +59.9% |
| All | +357.2% | +1,226.6% | -869.4% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling