-3.9%
ELF vs WY
+0.3%
-4.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.9% |
| 7D | -1.5% | +13.3% | -14.9% | -1.5% |
| 30D | +9.5% | +17.6% | -8.1% | +9.6% |
| 3M | +29.4% | -15.0% | +44.4% | +27.4% |
| 6M | +83.7% | -5.9% | +89.6% | +82.8% |
| YTD | +49.4% | -5.7% | +55.2% | +48.9% |
| 1Y | -3.9% | -0.2% | -3.7% | +0.9% |
| All | -3.9% | +0.3% | -4.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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