+94.0%
WFC vs ELF
+284.3%
-190.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +1.6% |
| 7D | +0.1% | +7.8% | -7.7% | -0.6% |
| 30D | +2.9% | +9.3% | -6.3% | +2.0% |
| 3M | -1.4% | +21.2% | -22.6% | -3.4% |
| 6M | +14.3% | +96.1% | -81.8% | +6.4% |
| YTD | -6.2% | +57.0% | -63.2% | -11.4% |
| 1Y | +1.6% | +61.9% | -60.3% | -4.4% |
| 3Y | +126.9% | +20.0% | +106.9% | +99.1% |
| 5Y | +94.0% | +284.8% | -190.8% | +10.0% |
| All | +94.0% | +284.3% | -190.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling