-24.4%
ELF vs WU
-11.3%
-13.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -4.8% |
| 7D | -1.2% | -0.8% | -0.3% | -1.1% |
| 30D | +5.9% | -1.1% | +7.0% | +5.9% |
| 3M | +99.5% | -1.8% | +101.3% | +97.5% |
| 6M | +26.5% | -23.9% | +50.4% | +24.8% |
| YTD | +37.2% | -20.4% | +57.6% | +36.2% |
| 1Y | -24.4% | -10.6% | -13.8% | -24.6% |
| All | -24.4% | -11.3% | -13.1% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling