-35.6%
ELAN vs WWD
+329.3%
-365.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | -3.7% | -13.0% | +9.4% | +1.0% |
| 6M | -1.2% | -12.5% | +11.3% | +3.5% |
| YTD | +2.4% | +11.8% | -9.5% | -3.2% |
| 1Y | +23.4% | +41.1% | -17.7% | +5.6% |
| 3Y | +96.7% | +163.1% | -66.4% | +27.3% |
| 5Y | -30.6% | +187.6% | -218.2% | -57.7% |
| All | -35.6% | +329.3% | -365.0% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling