+313.8%
ELF vs WSM
+1,038.9%
-725.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.3% |
| 7D | +5.4% | -3.3% | +8.6% | +6.6% |
| 30D | +27.0% | -8.4% | +35.4% | +31.1% |
| 3M | +113.2% | +9.7% | +103.5% | +105.9% |
| 6M | +36.6% | +16.7% | +19.9% | +28.7% |
| YTD | +44.2% | +28.7% | +15.5% | +31.5% |
| 1Y | -18.0% | +13.7% | -31.6% | -21.5% |
| 3Y | -19.9% | +230.1% | -250.0% | -47.6% |
| 5Y | +257.7% | +179.0% | +78.7% | +135.6% |
| All | +313.8% | +1,038.9% | -725.0% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling