-18.0%
ELF vs WWD
+41.9%
-59.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | +5.4% | +1.3% | +4.1% | +5.2% |
| 30D | +27.0% | -7.2% | +34.1% | +28.1% |
| 3M | +113.2% | -3.8% | +117.0% | +112.3% |
| 6M | +36.6% | -9.9% | +46.5% | +36.7% |
| YTD | +44.2% | +14.8% | +29.4% | +39.3% |
| 1Y | -18.0% | +42.1% | -60.1% | -24.6% |
| All | -18.0% | +41.9% | -59.9% | -24.6% |
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