+338.3%
ELF vs WY
-1.1%
+339.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +7.0% |
| 7D | +4.0% | +3.1% | +0.9% | +2.4% |
| 30D | +10.6% | +13.0% | -2.4% | +4.6% |
| 3M | +25.8% | -16.8% | +42.6% | +35.4% |
| 6M | +89.1% | -11.2% | +100.2% | +96.5% |
| YTD | +52.7% | -9.1% | +61.8% | +55.8% |
| 1Y | +51.7% | -4.8% | +56.5% | +51.1% |
| 3Y | +14.2% | -25.3% | +39.5% | +25.6% |
| 5Y | +270.7% | -33.2% | +303.9% | +324.1% |
| 10Y | +341.9% | +6.6% | +335.4% | +270.4% |
| All | +338.3% | -1.1% | +339.4% | +309.8% |
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