+313.8%
ELF vs WWD
+501.3%
-187.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | +5.4% | +1.3% | +4.1% | +4.8% |
| 30D | +27.0% | -7.2% | +34.1% | +30.5% |
| 3M | +113.2% | -3.8% | +117.0% | +114.4% |
| 6M | +36.6% | -9.9% | +46.5% | +40.0% |
| YTD | +44.2% | +14.8% | +29.4% | +31.8% |
| 1Y | -18.0% | +42.1% | -60.1% | -32.4% |
| 3Y | -19.9% | +170.8% | -190.7% | -51.2% |
| 5Y | +257.7% | +197.5% | +60.2% | +103.3% |
| All | +313.8% | +501.3% | -187.4% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling