+301.7%
ELF vs WWD
+439.4%
-137.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +1.6% | +4.0% | -2.4% | 0.0% |
| 30D | +9.1% | +0.4% | +8.7% | +8.6% |
| 3M | +28.2% | -7.9% | +36.1% | +31.8% |
| 6M | +119.5% | -10.6% | +130.2% | +126.2% |
| YTD | +55.2% | +9.4% | +45.8% | +44.1% |
| 1Y | +58.6% | +25.7% | +32.9% | +37.8% |
| 3Y | +21.3% | +148.5% | -127.3% | -23.5% |
| 5Y | +276.2% | +189.5% | +86.7% | +115.5% |
| All | +301.7% | +439.4% | -137.7% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling