+1,359.8%
WDC vs ELF
-23.6%
+1,383.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.9% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +9.9% | +5.9% | +4.0% | +8.7% |
| 3M | -9.4% | +99.5% | -108.9% | -20.2% |
| 6M | +94.7% | +26.5% | +68.2% | +84.2% |
| YTD | +177.4% | +37.2% | +140.2% | +156.9% |
| 1Y | +412.6% | -24.4% | +437.0% | +415.7% |
| 3Y | +1,359.8% | -23.3% | +1,383.1% | +1,184.3% |
| All | +1,359.8% | -23.6% | +1,383.4% | +1,184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling