+31.7%
WEC vs ELF
+239.6%
-207.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +5.9% | +1.1% |
| 7D | +0.8% | -1.2% | +2.0% | +0.8% |
| 30D | +0.3% | +5.9% | -5.6% | +0.3% |
| 3M | -2.9% | +99.5% | -102.4% | -3.5% |
| 6M | -5.9% | +26.5% | -32.4% | -6.2% |
| YTD | +4.1% | +37.2% | -33.0% | +3.7% |
| 1Y | +3.1% | -24.4% | +27.5% | +3.2% |
| 3Y | +40.8% | -23.3% | +64.1% | +38.6% |
| 5Y | +31.7% | +245.2% | -213.5% | +20.0% |
| All | +31.7% | +239.6% | -207.8% | +20.0% |
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