+347.0%
ELF vs WTW
+198.7%
+148.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.3% | -0.9% | +5.2% | +4.6% |
| 30D | +7.7% | +12.0% | -4.2% | +2.7% |
| 3M | +24.7% | -2.1% | +26.8% | +25.5% |
| 6M | +114.6% | +34.8% | +79.9% | +88.6% |
| YTD | +55.8% | +2.7% | +53.0% | +52.5% |
| 1Y | +51.9% | +5.1% | +46.8% | +47.3% |
| 3Y | +24.6% | +44.4% | -19.8% | +2.4% |
| 5Y | +279.2% | +55.1% | +224.1% | +195.7% |
| 10Y | +338.7% | +216.1% | +122.7% | +163.1% |
| All | +347.0% | +198.7% | +148.3% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling