+3.5%
WFC vs ELF
+47.4%
-43.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +0.3% |
| 7D | +1.7% | +3.4% | -1.6% | +1.5% |
| 30D | +6.8% | +5.0% | +1.9% | +6.4% |
| 3M | -3.0% | +22.6% | -25.6% | -4.4% |
| 6M | +15.4% | +104.0% | -88.6% | +8.8% |
| YTD | -5.9% | +49.3% | -55.2% | -10.4% |
| All | +3.5% | +47.4% | -43.9% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling