+126.9%
WFC vs ELF
+22.3%
+104.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +1.6% |
| 7D | +0.1% | +7.8% | -7.7% | -0.4% |
| 30D | +2.9% | +9.3% | -6.3% | +2.2% |
| 3M | -1.4% | +21.2% | -22.6% | -2.9% |
| 6M | +14.3% | +96.1% | -81.8% | +8.4% |
| YTD | -6.2% | +57.0% | -63.2% | -10.0% |
| 1Y | +1.6% | +61.9% | -60.3% | -2.9% |
| 3Y | +126.9% | +20.0% | +106.9% | +93.6% |
| All | +126.9% | +22.3% | +104.7% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling