-3.9%
ELF vs WWD
+27.2%
-31.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | -1.5% | +7.3% | -8.9% | -2.4% |
| 30D | +9.5% | -2.0% | +11.5% | +9.8% |
| 3M | +29.4% | -12.6% | +41.9% | +31.3% |
| 6M | +83.7% | -8.4% | +92.1% | +83.6% |
| YTD | +49.4% | +8.2% | +41.2% | +45.0% |
| 1Y | -3.9% | +26.5% | -30.5% | -10.0% |
| All | -3.9% | +27.2% | -31.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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