-36.5%
ELAN vs WCC
+473.6%
-510.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -1.9% |
| 7D | -6.4% | +1.7% | -8.1% | -6.9% |
| 30D | +0.6% | -6.1% | +6.6% | +2.4% |
| 3M | 0.0% | +3.1% | -3.1% | -2.1% |
| 6M | -3.4% | +28.2% | -31.7% | -12.3% |
| YTD | +1.0% | +41.1% | -40.1% | -11.3% |
| 1Y | +24.7% | +61.3% | -36.6% | +3.9% |
| 3Y | +97.2% | +123.6% | -26.4% | +38.5% |
| 5Y | -31.5% | +214.8% | -246.3% | -59.1% |
| All | -36.5% | +473.6% | -510.1% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling