+197.9%
WEC vs ELF
+332.6%
-134.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.8% |
| 7D | +2.3% | +1.6% | +0.7% | +2.3% |
| 30D | +11.1% | +9.1% | +2.0% | +10.8% |
| 3M | +8.4% | +28.2% | -19.7% | +7.7% |
| 6M | +7.5% | +119.5% | -112.0% | +5.2% |
| YTD | +15.3% | +55.2% | -39.8% | +13.6% |
| 1Y | +9.7% | +58.6% | -48.9% | +8.0% |
| 3Y | +64.7% | +21.3% | +43.4% | +59.5% |
| 5Y | +57.3% | +276.2% | -219.0% | +42.7% |
| All | +197.9% | +332.6% | -134.7% | +160.3% |
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