+307.1%
WM vs ELF
+357.0%
-49.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -0.3% | +5.4% | -5.7% | -0.6% |
| 30D | -2.4% | +27.0% | -29.3% | -3.7% |
| 3M | +0.4% | +113.2% | -112.8% | -3.8% |
| 6M | -9.5% | +36.6% | -46.1% | -11.4% |
| YTD | +0.5% | +44.2% | -43.7% | -2.1% |
| 1Y | -1.1% | -18.0% | +16.9% | -1.2% |
| 3Y | +46.0% | -19.9% | +66.0% | +41.6% |
| 5Y | +51.8% | +257.7% | -205.9% | +25.7% |
| All | +307.1% | +357.0% | -49.9% | +213.5% |
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