+338.9%
ELF vs WWD
+460.9%
-122.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.3% | +0.4% | +5.9% | +6.1% |
| 30D | +8.5% | -0.4% | +8.9% | +8.3% |
| 3M | +24.4% | -6.1% | +30.5% | +26.9% |
| 6M | +94.7% | -9.5% | +104.2% | +99.6% |
| YTD | +55.9% | +10.8% | +45.0% | +44.0% |
| 1Y | +48.4% | +23.5% | +24.9% | +30.0% |
| 3Y | +24.6% | +151.3% | -126.6% | -21.9% |
| 5Y | +285.0% | +187.8% | +97.2% | +120.7% |
| All | +338.9% | +460.9% | -122.0% | +88.3% |
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