+245.2%
ELF vs WSM
+189.5%
+55.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | -1.2% | +2.6% | -3.7% | -2.2% |
| 30D | +5.9% | -9.5% | +15.4% | +10.4% |
| 3M | +99.5% | +12.9% | +86.6% | +89.3% |
| 6M | +26.5% | +23.0% | +3.5% | +15.6% |
| YTD | +37.2% | +28.9% | +8.3% | +23.3% |
| 1Y | -24.4% | +13.7% | -38.1% | -28.3% |
| 3Y | -23.3% | +232.6% | -255.9% | -52.3% |
| 5Y | +245.2% | +185.9% | +59.3% | +108.0% |
| All | +245.2% | +189.5% | +55.7% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling