+14.2%
ELF vs WU
-21.7%
+35.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.2% |
| 7D | +4.0% | +11.7% | -7.7% | +0.9% |
| 30D | +10.6% | +12.6% | -2.0% | +6.9% |
| 3M | +25.8% | -0.5% | +26.3% | +25.4% |
| 6M | +89.1% | -18.2% | +107.2% | +97.4% |
| YTD | +52.7% | -19.0% | +71.7% | +59.2% |
| 1Y | +51.7% | -16.7% | +68.4% | +56.0% |
| 3Y | +14.2% | -21.0% | +35.2% | +11.2% |
| All | +14.2% | -21.7% | +35.9% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling