+313.8%
ELF vs WTW
+198.2%
+115.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.0% |
| 7D | +5.4% | -2.6% | +8.0% | +6.4% |
| 30D | +27.0% | -1.0% | +28.0% | +27.5% |
| 3M | +113.2% | +29.9% | +83.3% | +90.8% |
| 6M | +36.6% | +10.7% | +25.9% | +29.7% |
| YTD | +44.2% | +2.6% | +41.6% | +41.5% |
| 1Y | -18.0% | +2.8% | -20.7% | -19.9% |
| 3Y | -19.9% | +67.3% | -87.2% | -39.1% |
| 5Y | +257.7% | +56.6% | +201.1% | +177.7% |
| All | +313.8% | +198.2% | +115.6% | +157.5% |
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