+235.6%
ELF vs WTW
+45.2%
+190.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -2.8% |
| 7D | -6.8% | -7.1% | +0.3% | -4.3% |
| 30D | +5.1% | -8.5% | +13.6% | +8.4% |
| 3M | +79.8% | +20.6% | +59.2% | +68.4% |
| 6M | +29.7% | +7.2% | +22.5% | +25.7% |
| YTD | +31.6% | -3.9% | +35.5% | +33.2% |
| 1Y | -27.9% | -3.6% | -24.3% | -27.4% |
| 3Y | -26.4% | +60.7% | -87.1% | -43.0% |
| 5Y | +235.6% | +42.2% | +193.5% | +165.3% |
| All | +235.6% | +45.2% | +190.4% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling