+4.2%
WBD vs ELF
+230.6%
-226.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.1% |
| 7D | -1.7% | -6.8% | +5.1% | -0.7% |
| 30D | +3.9% | +5.1% | -1.2% | +3.0% |
| 3M | +5.1% | +79.8% | -74.7% | -4.6% |
| 6M | +0.6% | +29.7% | -29.1% | -4.5% |
| YTD | -3.2% | +31.6% | -34.8% | -8.9% |
| 1Y | +127.7% | -27.9% | +155.6% | +132.8% |
| 3Y | +146.6% | -26.4% | +173.0% | +120.8% |
| 5Y | +4.2% | +235.6% | -231.4% | -55.2% |
| All | +4.2% | +230.6% | -226.4% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling