+301.7%
ELF vs WY
+5.0%
+296.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.2% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | +9.1% | +10.1% | -1.0% | +4.4% |
| 3M | +28.2% | -15.4% | +43.6% | +36.8% |
| 6M | +119.5% | -8.3% | +127.8% | +125.0% |
| YTD | +55.2% | -9.8% | +65.0% | +58.8% |
| 1Y | +58.6% | -3.9% | +62.5% | +57.5% |
| 3Y | +21.3% | -23.3% | +44.6% | +31.9% |
| 5Y | +276.2% | -31.2% | +307.4% | +325.3% |
| All | +301.7% | +5.0% | +296.7% | +270.0% |
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