+330.3%
WM vs ELF
+332.6%
-2.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.3% |
| 7D | +3.2% | +1.6% | +1.6% | +3.1% |
| 30D | +13.0% | +9.1% | +3.9% | +12.4% |
| 3M | +9.2% | +28.2% | -18.9% | +7.7% |
| 6M | +13.6% | +119.5% | -105.9% | +8.5% |
| YTD | +12.4% | +55.2% | -42.8% | +8.9% |
| 1Y | +21.2% | +58.6% | -37.4% | +17.2% |
| 3Y | +48.7% | +21.3% | +27.4% | +39.5% |
| 5Y | +61.9% | +276.2% | -214.3% | +33.5% |
| All | +330.3% | +332.6% | -2.3% | +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