-30.4%
ELAN vs WWD
+184.1%
-214.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | -5.4% | -2.6% | -2.8% | -4.4% |
| 30D | +4.7% | -6.9% | +11.6% | +7.8% |
| 3M | -3.7% | -13.0% | +9.4% | +1.1% |
| 6M | -1.2% | -12.5% | +11.3% | +3.4% |
| YTD | +2.4% | +11.8% | -9.5% | -3.3% |
| 1Y | +23.4% | +41.1% | -17.7% | +5.2% |
| 3Y | +96.7% | +163.1% | -66.4% | +23.1% |
| All | -30.4% | +184.1% | -214.5% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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