-23.0%
ELF vs WTW
+66.9%
-89.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.4% |
| 7D | -1.2% | -2.7% | +1.6% | -0.7% |
| 30D | +5.9% | -5.6% | +11.6% | +6.9% |
| 3M | +99.5% | +26.5% | +73.0% | +92.7% |
| 6M | +26.5% | +8.1% | +18.4% | +24.7% |
| YTD | +37.2% | -0.3% | +37.5% | +37.2% |
| 1Y | -24.4% | -0.9% | -23.6% | -24.5% |
| All | -23.0% | +66.9% | -89.9% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling