+1,196.5%
WDC vs ELF
+317.0%
+879.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +2.0% |
| 7D | +7.5% | -6.8% | +14.3% | +9.1% |
| 30D | +10.1% | +5.1% | +5.0% | +8.3% |
| 3M | -6.8% | +79.8% | -86.6% | -20.1% |
| 6M | +84.1% | +29.7% | +54.4% | +69.2% |
| YTD | +180.3% | +31.6% | +148.6% | +153.7% |
| 1Y | +411.1% | -27.9% | +439.0% | +419.5% |
| 3Y | +1,375.0% | -26.4% | +1,401.4% | +1,246.8% |
| 5Y | +991.6% | +235.6% | +755.9% | +500.6% |
| All | +1,196.5% | +317.0% | +879.5% | +444.9% |
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