+328.7%
WM vs ELF
+354.8%
-26.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | 0.0% |
| 7D | -0.5% | +7.8% | -8.3% | -0.9% |
| 30D | +13.3% | +9.3% | +4.0% | +12.7% |
| 3M | +4.4% | +21.2% | -16.8% | +3.2% |
| 6M | +10.8% | +96.1% | -85.3% | +6.5% |
| YTD | +9.1% | +57.0% | -47.9% | +5.6% |
| 1Y | +19.1% | +61.9% | -42.7% | +15.0% |
| 3Y | +45.7% | +20.0% | +25.7% | +36.8% |
| 5Y | +60.4% | +284.8% | -224.3% | +32.1% |
| 10Y | +328.7% | +364.2% | -35.5% | +230.7% |
| All | +328.7% | +354.8% | -26.1% | +230.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling