+411.1%
WDC vs ELF
-27.0%
+438.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.3% |
| 7D | +7.5% | -6.8% | +14.3% | +7.9% |
| 30D | +10.1% | +5.1% | +5.0% | +9.6% |
| 3M | -6.8% | +79.8% | -86.6% | -13.5% |
| 6M | +84.1% | +29.7% | +54.4% | +76.8% |
| YTD | +180.3% | +31.6% | +148.6% | +166.8% |
| 1Y | +411.1% | -27.9% | +439.0% | +412.7% |
| All | +411.1% | -27.0% | +438.1% | +412.7% |
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