+158.3%
WFC vs ELF
+317.0%
-158.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.5% |
| 7D | +0.4% | -6.8% | +7.2% | +1.4% |
| 30D | +2.5% | +5.1% | -2.6% | +1.6% |
| 3M | +10.0% | +79.8% | -69.8% | +0.5% |
| 6M | +15.1% | +29.7% | -14.7% | +9.6% |
| YTD | -2.2% | +31.6% | -33.8% | -7.6% |
| 1Y | +13.5% | -27.9% | +41.4% | +15.2% |
| 3Y | +135.2% | -26.4% | +161.7% | +120.5% |
| 5Y | +128.3% | +235.6% | -107.3% | +50.7% |
| All | +158.3% | +317.0% | -158.7% | +48.7% |
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