+45.4%
ELF vs WU
-15.5%
+60.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.0% |
| 7D | +4.0% | +11.7% | -7.7% | +2.3% |
| 30D | +10.6% | +12.6% | -2.0% | +8.6% |
| 3M | +25.8% | -0.5% | +26.3% | +25.5% |
| 6M | +89.1% | -18.2% | +107.2% | +92.1% |
| YTD | +52.7% | -19.0% | +71.7% | +55.0% |
| All | +45.4% | -15.5% | +60.9% | +38.2% |
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