-36.5%
ELAN vs WU
-38.5%
+2.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -6.4% | -5.0% | -1.4% | -4.4% |
| 30D | +0.6% | -2.3% | +2.8% | +1.4% |
| 3M | 0.0% | -3.2% | +3.2% | -0.7% |
| 6M | -3.4% | -25.0% | +21.6% | +6.8% |
| YTD | +1.0% | -21.7% | +22.7% | +9.2% |
| 1Y | +24.7% | -9.0% | +33.7% | +24.7% |
| 3Y | +97.2% | -28.9% | +126.1% | +117.3% |
| 5Y | -31.5% | -51.0% | +19.5% | -13.9% |
| All | -36.5% | -38.5% | +2.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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