-29.8%
ELF vs WTW
-3.2%
-26.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -11.6% | -5.7% | -5.9% | -10.2% |
| 30D | +4.6% | -7.3% | +11.9% | +6.7% |
| 3M | +59.7% | +21.5% | +38.2% | +53.2% |
| 6M | +21.2% | +9.6% | +11.6% | +18.0% |
| YTD | +27.4% | -3.3% | +30.7% | +30.4% |
| 1Y | -29.8% | -6.1% | -23.7% | -31.3% |
| All | -29.8% | -3.2% | -26.6% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling