+159.2%
WFC vs ELF
+357.0%
-197.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | +3.8% | +5.4% | -1.6% | +3.0% |
| 30D | +1.5% | +27.0% | -25.5% | -2.1% |
| 3M | +10.9% | +113.2% | -102.3% | -1.1% |
| 6M | +8.4% | +36.6% | -28.1% | +2.5% |
| YTD | -1.9% | +44.2% | -46.1% | -8.5% |
| 1Y | +12.3% | -18.0% | +30.3% | +11.9% |
| 3Y | +132.3% | -19.9% | +152.3% | +115.3% |
| 5Y | +130.1% | +257.7% | -127.6% | +50.8% |
| All | +159.2% | +357.0% | -197.8% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling