+62.1%
WM vs ELF
+264.1%
-202.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +1.7% |
| 7D | +1.2% | +3.4% | -2.2% | +1.1% |
| 30D | +15.2% | +5.0% | +10.3% | +15.1% |
| 3M | +8.3% | +22.6% | -14.2% | +7.7% |
| 6M | +13.1% | +104.0% | -90.8% | +10.8% |
| YTD | +12.5% | +49.3% | -36.8% | +10.9% |
| 1Y | +21.8% | +46.0% | -24.3% | +20.0% |
| 3Y | +48.8% | +19.4% | +29.4% | +40.3% |
| 5Y | +62.1% | +262.0% | -199.9% | +28.7% |
| All | +62.1% | +264.1% | -202.0% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling