+314.5%
ELF vs WWD
+432.9%
-118.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -0.9% |
| 7D | -2.7% | -2.6% | -0.2% | -1.9% |
| 30D | +6.9% | -7.7% | +14.6% | +10.0% |
| 3M | +27.2% | -17.7% | +44.9% | +36.7% |
| 6M | +84.9% | -15.9% | +100.8% | +95.0% |
| YTD | +44.5% | +1.8% | +42.7% | +38.1% |
| 1Y | -6.8% | +17.4% | -24.2% | -16.8% |
| 3Y | +14.2% | +137.1% | -122.9% | -26.7% |
| 5Y | +250.6% | +162.4% | +88.2% | +109.0% |
| 10Y | +318.0% | +452.5% | -134.5% | +77.0% |
| All | +314.5% | +432.9% | -118.4% | +86.1% |
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