+425.6%
WMT vs ELF
+357.0%
+68.6%
-25.7%
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 | +3.9% | +5.4% | -1.4% | +3.7% |
| 30D | -4.4% | +27.0% | -31.4% | -5.5% |
| 3M | -8.8% | +113.2% | -122.0% | -12.2% |
| 6M | -15.6% | +36.6% | -52.2% | -17.2% |
| YTD | -3.2% | +44.2% | -47.4% | -5.4% |
| 1Y | +7.0% | -18.0% | +25.0% | +7.0% |
| 3Y | +105.3% | -19.9% | +125.2% | +99.5% |
| 5Y | +129.3% | +257.7% | -128.4% | +98.8% |
| All | +425.6% | +357.0% | +68.6% | +334.4% |
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