+265.7%
ELF vs WTW
+181.2%
+84.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -11.6% | -5.7% | -5.9% | -9.4% |
| 30D | +4.6% | -7.3% | +11.9% | +7.9% |
| 3M | +59.7% | +21.5% | +38.2% | +47.1% |
| 6M | +21.2% | +9.6% | +11.6% | +15.5% |
| YTD | +27.4% | -3.3% | +30.7% | +28.2% |
| 1Y | -29.8% | -6.1% | -23.7% | -28.8% |
| 3Y | -28.5% | +61.8% | -90.3% | -44.9% |
| 5Y | +220.0% | +42.7% | +177.4% | +159.1% |
| All | +265.7% | +181.2% | +84.5% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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