+148.5%
WFC vs ELF
+393.8%
-245.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.9% | +6.3% | -5.4% | 0.0% |
| 30D | +3.3% | +8.5% | -5.2% | +2.0% |
| 3M | -1.4% | +24.4% | -25.9% | -4.7% |
| 6M | +14.7% | +94.7% | -80.0% | +3.3% |
| YTD | -5.9% | +55.9% | -61.8% | -13.4% |
| 1Y | +1.8% | +48.4% | -46.6% | -5.7% |
| 3Y | +124.9% | +24.6% | +100.3% | +93.2% |
| 5Y | +92.7% | +285.0% | -192.3% | +25.0% |
| 10Y | +118.2% | +357.2% | -239.0% | +22.7% |
| All | +148.5% | +393.8% | -245.3% | +39.5% |
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