+133.3%
WEC vs ELF
+357.0%
-223.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -0.3% | +5.4% | -5.6% | -0.4% |
| 30D | -1.3% | +27.0% | -28.3% | -1.9% |
| 3M | -3.9% | +113.2% | -117.1% | -5.9% |
| 6M | -8.3% | +36.6% | -44.9% | -9.2% |
| YTD | +3.1% | +44.2% | -41.2% | +1.8% |
| 1Y | +1.9% | -18.0% | +19.9% | +1.9% |
| 3Y | +41.9% | -19.9% | +61.8% | +39.6% |
| 5Y | +30.8% | +257.7% | -226.9% | +18.8% |
| All | +133.3% | +357.0% | -223.7% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling