+1,156.3%
WDC vs ELF
+357.0%
+799.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.4% |
| 7D | +1.7% | +5.4% | -3.6% | +0.5% |
| 30D | -10.0% | +27.0% | -36.9% | -15.4% |
| 3M | -18.8% | +113.2% | -132.0% | -33.0% |
| 6M | +79.0% | +36.6% | +42.5% | +62.6% |
| YTD | +171.6% | +44.2% | +127.3% | +141.1% |
| 1Y | +417.4% | -18.0% | +435.4% | +410.8% |
| 3Y | +1,251.8% | -19.9% | +1,271.7% | +1,111.8% |
| 5Y | +911.7% | +257.7% | +654.0% | +450.2% |
| All | +1,156.3% | +357.0% | +799.3% | +417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling