-35.6%
ELAN vs GWW
+302.7%
-338.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -5.4% | -3.4% | -2.1% | -4.0% |
| 30D | +4.7% | -1.9% | +6.6% | +5.5% |
| 3M | -3.7% | -2.4% | -1.3% | -2.8% |
| 6M | -1.2% | +15.7% | -16.9% | -7.8% |
| YTD | +2.4% | +27.6% | -25.2% | -8.6% |
| 1Y | +23.4% | +27.2% | -3.8% | +10.0% |
| 3Y | +96.7% | +89.7% | +7.0% | +42.4% |
| 5Y | -30.6% | +223.9% | -254.5% | -61.7% |
| All | -35.6% | +302.7% | -338.4% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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