+350.4%
ELF vs WY
-0.4%
+350.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.5% |
| 7D | +7.8% | -0.8% | +8.6% | +8.0% |
| 30D | +9.3% | +10.6% | -1.4% | +4.3% |
| 3M | +21.2% | -16.6% | +37.8% | +30.3% |
| 6M | +96.1% | -8.6% | +104.7% | +101.4% |
| YTD | +57.0% | -8.4% | +65.4% | +59.6% |
| 1Y | +61.9% | -5.1% | +67.0% | +61.5% |
| 3Y | +20.0% | -21.9% | +41.9% | +29.5% |
| 5Y | +284.8% | -31.3% | +316.1% | +335.3% |
| 10Y | +364.2% | +3.6% | +360.6% | +299.6% |
| All | +350.4% | -0.4% | +350.8% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling