+117.9%
WFC vs ELF
+335.0%
-217.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | +4.3% | -5.5% | -1.9% |
| 30D | +3.6% | +7.7% | -4.2% | +2.4% |
| 3M | -1.3% | +24.7% | -26.0% | -4.7% |
| 6M | +18.0% | +114.6% | -96.7% | +4.6% |
| YTD | -5.9% | +55.8% | -61.7% | -13.4% |
| 1Y | +1.8% | +51.9% | -50.1% | -6.1% |
| 3Y | +125.0% | +24.6% | +100.4% | +92.8% |
| 5Y | +92.0% | +279.2% | -187.2% | +23.9% |
| 10Y | +117.9% | +338.7% | -220.8% | +22.8% |
| All | +117.9% | +335.0% | -217.1% | +22.8% |
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