+51.9%
ELF vs WWD
+25.8%
+26.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | +4.3% | +3.7% | +0.5% | +3.6% |
| 30D | +7.7% | +1.8% | +5.9% | +7.4% |
| 3M | +24.7% | -5.0% | +29.7% | +25.2% |
| 6M | +114.6% | -8.4% | +123.0% | +114.5% |
| YTD | +55.8% | +12.3% | +43.5% | +51.6% |
| 1Y | +51.9% | +26.2% | +25.7% | +44.3% |
| All | +51.9% | +25.8% | +26.2% | +44.3% |
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 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