+16.7%
ELF vs WU
-24.1%
+40.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | +3.4% | -5.3% | +8.6% | +4.7% |
| 30D | +5.0% | +9.0% | -4.1% | +2.4% |
| 3M | +22.6% | -3.6% | +26.1% | +23.1% |
| 6M | +104.0% | -19.4% | +123.4% | +113.3% |
| YTD | +49.3% | -21.7% | +71.0% | +56.9% |
| 1Y | +46.0% | -16.1% | +62.2% | +49.2% |
| All | +16.7% | -24.1% | +40.8% | +15.1% |
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