-30.4%
ELAN vs WCC
+224.0%
-254.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +0.1% |
| 7D | -5.4% | +1.5% | -7.0% | -5.9% |
| 30D | +4.7% | -2.1% | +6.8% | +5.1% |
| 3M | -3.7% | +3.8% | -7.5% | -5.8% |
| 6M | -1.2% | +35.0% | -36.2% | -11.7% |
| YTD | +2.4% | +46.4% | -44.0% | -11.1% |
| 1Y | +23.4% | +63.0% | -39.6% | +2.6% |
| 3Y | +96.7% | +133.9% | -37.3% | +34.8% |
| All | -30.4% | +224.0% | -254.4% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling