+736.6%
WDC vs ELF
+373.0%
+363.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.3% |
| 7D | +16.3% | +3.4% | +12.9% | +15.4% |
| 30D | -18.3% | +5.0% | -23.2% | -19.1% |
| 3M | -31.4% | +22.6% | -54.0% | -34.8% |
| 6M | -36.3% | +104.0% | -140.3% | -47.0% |
| YTD | +80.8% | +49.3% | +31.5% | +59.1% |
| 1Y | +87.7% | +46.0% | +41.7% | +65.8% |
| 3Y | +819.4% | +19.4% | +800.0% | +643.9% |
| 5Y | +583.2% | +262.0% | +321.2% | +271.1% |
| 10Y | +689.8% | +320.5% | +369.3% | +222.7% |
| All | +736.6% | +373.0% | +363.6% | +241.7% |
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