+9.1%
WBD vs ELF
+303.8%
-294.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -0.7% | -11.6% | +10.9% | +1.1% |
| 30D | +1.4% | +4.6% | -3.2% | +0.5% |
| 3M | +4.4% | +59.7% | -55.3% | -3.8% |
| 6M | +0.8% | +21.2% | -20.4% | -3.5% |
| YTD | -2.7% | +27.4% | -30.2% | -8.3% |
| 1Y | +73.4% | -29.8% | +103.2% | +76.9% |
| 3Y | +142.1% | -28.5% | +170.6% | +126.8% |
| 5Y | +7.2% | +220.0% | -212.8% | -27.7% |
| All | +9.1% | +303.8% | -294.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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