+193.2%
WEC vs ELF
+335.0%
-141.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.5% | +4.3% | -4.8% | -0.6% |
| 30D | +12.0% | +7.7% | +4.2% | +11.8% |
| 3M | +11.1% | +24.7% | -13.6% | +10.4% |
| 6M | +6.0% | +114.6% | -108.7% | +3.8% |
| YTD | +14.3% | +55.8% | -41.5% | +12.6% |
| 1Y | +8.0% | +51.9% | -43.9% | +6.5% |
| 3Y | +62.8% | +24.6% | +38.3% | +57.6% |
| 5Y | +55.3% | +279.2% | -223.9% | +41.0% |
| 10Y | +193.2% | +338.7% | -145.6% | +155.7% |
| All | +193.2% | +335.0% | -141.9% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling