+53.1%
WEC vs ELF
+273.9%
-220.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.1% |
| 7D | -0.2% | +4.0% | -4.2% | -0.2% |
| 30D | +12.3% | +10.6% | +1.7% | +12.2% |
| 3M | +8.3% | +25.8% | -17.6% | +8.1% |
| 6M | +3.5% | +89.1% | -85.6% | +2.9% |
| YTD | +12.7% | +52.7% | -40.0% | +12.2% |
| 1Y | +8.2% | +51.7% | -43.6% | +7.7% |
| 3Y | +55.9% | +14.2% | +41.7% | +51.9% |
| All | +53.1% | +273.9% | -220.9% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling