+249.8%
ELF vs WY
-20.1%
+269.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.2% |
| 7D | -1.2% | -2.1% | +0.9% | -0.2% |
| 30D | +5.9% | -10.5% | +16.4% | +11.3% |
| 3M | +99.5% | -4.9% | +104.4% | +102.8% |
| 6M | +26.5% | -4.9% | +31.4% | +28.1% |
| YTD | +37.2% | -1.7% | +38.8% | +35.5% |
| 1Y | -24.4% | -9.4% | -15.0% | -22.4% |
| 3Y | -23.3% | -22.3% | -1.0% | -15.6% |
| All | +249.8% | -20.1% | +269.9% | +284.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling