+742.3%
WDC vs ELF
+393.6%
+348.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.4% | +8.3% |
| 7D | -3.2% | +4.3% | -7.5% | -4.0% |
| 30D | -19.0% | +7.7% | -26.8% | -20.4% |
| 3M | -28.4% | +24.7% | -53.1% | -32.2% |
| 6M | -39.2% | +114.6% | -153.9% | -50.0% |
| YTD | +82.1% | +55.8% | +26.3% | +58.7% |
| 1Y | +84.7% | +51.9% | +32.7% | +61.7% |
| 3Y | +825.6% | +24.6% | +801.1% | +641.9% |
| 5Y | +608.2% | +279.2% | +329.0% | +280.6% |
| 10Y | +695.1% | +338.7% | +356.4% | +221.8% |
| All | +742.3% | +393.6% | +348.7% | +240.8% |
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