+273.0%
ELF vs WU
-43.8%
+316.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.6% | +3.6% |
| 7D | +1.6% | -2.0% | +3.6% | +2.1% |
| 30D | +9.1% | +11.4% | -2.3% | +6.2% |
| 3M | +28.2% | -6.8% | +35.0% | +29.9% |
| 6M | +119.5% | -14.6% | +134.2% | +124.8% |
| YTD | +55.2% | -20.6% | +75.8% | +61.5% |
| 1Y | +58.6% | -15.4% | +74.0% | +62.0% |
| 3Y | +21.3% | -23.6% | +44.9% | +26.1% |
| All | +273.0% | -43.8% | +316.8% | +321.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling