-36.5%
ELAN vs WSM
+694.5%
-731.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.3% | -2.4% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | +0.6% | -10.7% | +11.3% | +4.3% |
| 3M | 0.0% | +8.5% | -8.5% | -2.9% |
| 6M | -3.4% | +19.6% | -23.1% | -8.7% |
| YTD | +1.0% | +26.6% | -25.6% | -6.3% |
| 1Y | +24.7% | +12.0% | +12.8% | +19.5% |
| 3Y | +97.2% | +226.6% | -129.4% | +31.7% |
| 5Y | -31.5% | +174.1% | -205.6% | -53.8% |
| All | -36.5% | +694.5% | -731.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling