+345.2%
ELF vs WTW
+199.8%
+145.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +1.9% | +3.1% |
| 7D | +1.6% | +2.0% | -0.4% | +0.8% |
| 30D | +9.1% | +12.9% | -3.8% | +3.7% |
| 3M | +28.2% | +0.7% | +27.4% | +27.5% |
| 6M | +119.5% | +39.5% | +80.1% | +90.2% |
| YTD | +55.2% | +3.1% | +52.0% | +51.7% |
| 1Y | +58.6% | +4.8% | +53.8% | +54.0% |
| 3Y | +21.3% | +42.9% | -21.7% | +0.2% |
| 5Y | +276.2% | +55.3% | +220.9% | +193.5% |
| 10Y | +337.0% | +217.2% | +119.8% | +161.7% |
| All | +345.2% | +199.8% | +145.4% | +176.1% |
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