+96.7%
ELAN vs WSM
+230.1%
-133.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.9% |
| 7D | -5.4% | -0.5% | -4.9% | -5.2% |
| 30D | +4.7% | -7.7% | +12.4% | +7.8% |
| 3M | -3.7% | +3.8% | -7.4% | -5.3% |
| 6M | -1.2% | +22.7% | -23.9% | -8.3% |
| YTD | +2.4% | +28.0% | -25.6% | -6.3% |
| 1Y | +23.4% | +12.7% | +10.7% | +17.0% |
| 3Y | +96.7% | +231.3% | -134.6% | +32.1% |
| All | +96.7% | +230.1% | -133.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling