+133.7%
WEC vs ELF
+317.0%
-183.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.8% |
| 7D | +0.4% | -6.8% | +7.2% | +0.6% |
| 30D | +0.9% | +5.1% | -4.2% | +0.7% |
| 3M | -5.3% | +79.8% | -85.1% | -6.9% |
| 6M | -6.6% | +29.7% | -36.3% | -7.4% |
| YTD | +3.3% | +31.6% | -28.4% | +2.2% |
| 1Y | +2.1% | -27.9% | +30.0% | +2.4% |
| 3Y | +39.6% | -26.4% | +66.0% | +37.6% |
| 5Y | +31.2% | +235.6% | -204.4% | +19.2% |
| All | +133.7% | +317.0% | -183.3% | +102.7% |
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