+88.5%
WDC vs ELF
+53.2%
+35.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.9% | -8.9% | -5.3% |
| 7D | +12.1% | +1.6% | +10.5% | +11.9% |
| 30D | -18.8% | +9.1% | -27.9% | -19.3% |
| 3M | -39.3% | +28.2% | -67.5% | -40.5% |
| 6M | -40.1% | +119.5% | -159.7% | -46.9% |
| YTD | +71.8% | +55.2% | +16.6% | +53.9% |
| 1Y | +88.5% | +58.6% | +29.9% | +67.3% |
| All | +88.5% | +53.2% | +35.3% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling