+277.7%
ELF vs WY
+6.5%
+271.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.9% |
| 7D | -6.8% | -1.7% | -5.1% | -6.1% |
| 30D | +5.1% | -9.9% | +14.9% | +9.8% |
| 3M | +79.8% | -7.5% | +87.3% | +84.8% |
| 6M | +29.7% | -5.1% | +34.9% | +31.5% |
| YTD | +31.6% | -2.1% | +33.7% | +30.8% |
| 1Y | -27.9% | -7.3% | -20.6% | -27.1% |
| 3Y | -26.4% | -22.6% | -3.8% | -19.9% |
| 5Y | +235.6% | -19.8% | +255.4% | +257.0% |
| All | +277.7% | +6.5% | +271.2% | +244.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling