+326.4%
WM vs ELF
+357.0%
-30.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.2% | +6.3% | -5.1% | +0.8% |
| 30D | +13.7% | +8.5% | +5.2% | +13.1% |
| 3M | +5.2% | +24.4% | -19.2% | +3.9% |
| 6M | +11.2% | +94.7% | -83.5% | +6.9% |
| YTD | +9.4% | +55.9% | -46.4% | +6.0% |
| 1Y | +20.4% | +48.4% | -28.0% | +16.9% |
| 3Y | +44.7% | +24.6% | +20.1% | +35.4% |
| 5Y | +58.5% | +285.0% | -226.5% | +30.5% |
| 10Y | +326.4% | +357.2% | -30.8% | +228.9% |
| All | +326.4% | +357.0% | -30.7% | +228.9% |
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