+293.6%
ELF vs WU
-38.2%
+331.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -4.0% |
| 7D | -1.2% | -0.8% | -0.3% | -0.9% |
| 30D | +5.9% | -1.1% | +7.0% | +6.2% |
| 3M | +99.5% | -1.8% | +101.3% | +97.4% |
| 6M | +26.5% | -23.9% | +50.4% | +37.1% |
| YTD | +37.2% | -20.4% | +57.6% | +45.6% |
| 1Y | -24.4% | -10.6% | -13.8% | -24.5% |
| 3Y | -23.3% | -27.7% | +4.4% | -17.5% |
| 5Y | +245.2% | -51.1% | +296.3% | +329.2% |
| All | +293.6% | -38.2% | +331.8% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling