+70.4%
WDC vs ELF
+48.3%
+22.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -16.7% | +6.3% | -23.0% | -17.2% |
| 30D | -27.2% | +8.5% | -35.7% | -27.7% |
| 3M | -34.0% | +24.4% | -58.4% | -35.2% |
| 6M | -39.7% | +94.7% | -134.4% | -46.0% |
| YTD | +68.1% | +55.9% | +12.2% | +48.6% |
| All | +70.4% | +48.3% | +22.1% | +52.0% |
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 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