+301.7%
ELF vs WSM
+1,131.4%
-829.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.5% | +3.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +9.1% | +5.1% | +4.0% | +7.0% |
| 3M | +28.2% | +5.1% | +23.1% | +25.6% |
| 6M | +119.5% | +48.6% | +70.9% | +89.4% |
| YTD | +55.2% | +44.2% | +11.0% | +35.6% |
| 1Y | +58.6% | +38.1% | +20.5% | +40.6% |
| 3Y | +21.3% | +257.2% | -235.9% | -23.0% |
| 5Y | +276.2% | +165.1% | +111.1% | +150.3% |
| All | +301.7% | +1,131.4% | -829.7% | +43.6% |
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