+20.4%
WBD vs ELF
+332.3%
-311.9%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | +284.3% | -267.2% | +0.1% |
| 7D | +17.1% | +284.3% | -267.2% | +0.1% |
| 30D | +17.1% | +284.3% | -267.2% | +0.1% |
| 3M | +17.1% | +284.3% | -267.2% | +0.1% |
| 6M | +17.1% | +284.3% | -267.2% | +0.1% |
| YTD | +17.1% | +284.3% | -267.2% | +0.1% |
| 1Y | +17.1% | +284.3% | -267.2% | +0.1% |
| 3Y | +17.1% | +284.3% | -267.2% | +0.1% |
| 5Y | +17.1% | +284.3% | -267.2% | +0.1% |
| 10Y | +11.8% | +291.4% | -279.6% | -4.4% |
| All | +20.4% | +332.3% | -311.9% | +3.0% |
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 · Available span rolling