-36.5%
ELAN vs GWW
+300.1%
-336.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.7% |
| 7D | -6.4% | -3.1% | -3.2% | -5.0% |
| 30D | +0.6% | -2.3% | +2.9% | +1.5% |
| 3M | 0.0% | -3.3% | +3.3% | +1.2% |
| 6M | -3.4% | +15.4% | -18.8% | -9.7% |
| YTD | +1.0% | +26.7% | -25.7% | -9.6% |
| 1Y | +24.7% | +29.0% | -4.3% | +10.5% |
| 3Y | +97.2% | +89.0% | +8.3% | +43.0% |
| 5Y | -31.5% | +221.8% | -253.3% | -62.1% |
| All | -36.5% | +300.1% | -336.6% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling