+293.6%
ELF vs WWD
+489.2%
-195.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.5% |
| 30D | +5.9% | -6.4% | +12.3% | +8.6% |
| 3M | +99.5% | -5.6% | +105.1% | +102.2% |
| 6M | +26.5% | -9.1% | +35.6% | +29.3% |
| YTD | +37.2% | +12.5% | +24.7% | +26.5% |
| 1Y | -24.4% | +41.3% | -65.7% | -37.6% |
| 3Y | -23.3% | +170.2% | -193.6% | -53.3% |
| 5Y | +245.2% | +192.5% | +52.7% | +97.6% |
| All | +293.6% | +489.2% | -195.6% | +70.4% |
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