+255.0%
ELF vs WWD
+198.3%
+56.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | +5.4% | +1.3% | +4.1% | +4.9% |
| 30D | +27.0% | -7.2% | +34.1% | +29.9% |
| 3M | +113.2% | -3.8% | +117.0% | +114.0% |
| 6M | +36.6% | -9.9% | +46.5% | +39.5% |
| YTD | +44.2% | +14.8% | +29.4% | +32.9% |
| 1Y | -18.0% | +42.1% | -60.1% | -31.4% |
| 3Y | -19.9% | +170.8% | -190.7% | -48.8% |
| All | +255.0% | +198.3% | +56.8% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling