+350.5%
WM vs ELF
+357.7%
-7.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.3% |
| 7D | +4.5% | -2.7% | +7.2% | +4.6% |
| 30D | +16.1% | +6.9% | +9.2% | +15.6% |
| 3M | +8.0% | +27.2% | -19.1% | +6.5% |
| 6M | +8.4% | +84.9% | -76.5% | +4.5% |
| YTD | +11.2% | +44.5% | -33.2% | +8.2% |
| 1Y | +22.3% | -6.8% | +29.1% | +21.4% |
| 3Y | +50.2% | +14.2% | +36.0% | +41.4% |
| 5Y | +63.3% | +250.6% | -187.3% | +35.5% |
| 10Y | +355.0% | +318.0% | +37.0% | +250.7% |
| All | +350.5% | +357.7% | -7.2% | +246.7% |
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 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