-19.5%
ELF vs WWD
+166.3%
-185.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | +5.4% | +1.3% | +4.1% | +4.9% |
| 30D | +27.0% | -7.2% | +34.1% | +29.6% |
| 3M | +113.2% | -3.8% | +117.0% | +113.5% |
| 6M | +36.6% | -9.9% | +46.5% | +39.0% |
| YTD | +44.2% | +14.8% | +29.4% | +33.1% |
| 1Y | -18.0% | +42.1% | -60.1% | -31.4% |
| All | -19.5% | +166.3% | -185.8% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling