+9.9%
WBD vs ELF
+357.0%
-347.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -1.8% | +5.4% | -7.2% | -2.6% |
| 30D | +8.8% | +27.0% | -18.2% | +4.6% |
| 3M | +4.6% | +113.2% | -108.6% | -7.9% |
| 6M | +1.1% | +36.6% | -35.5% | -5.1% |
| YTD | -2.0% | +44.2% | -46.2% | -9.4% |
| 1Y | +140.0% | -18.0% | +158.0% | +139.1% |
| 3Y | +144.4% | -19.9% | +164.3% | +125.0% |
| 5Y | -0.2% | +257.7% | -257.9% | -33.8% |
| All | +9.9% | +357.0% | -347.1% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling