-35.6%
ELAN vs WY
-10.5%
-25.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | -5.4% | -4.2% | -1.3% | -3.4% |
| 30D | +4.7% | -10.1% | +14.8% | +10.3% |
| 3M | -3.7% | -8.5% | +4.8% | +0.1% |
| 6M | -1.2% | -3.3% | +2.1% | +0.4% |
| YTD | +2.4% | -4.4% | +6.8% | +4.0% |
| 1Y | +23.4% | -11.5% | +34.9% | +29.7% |
| 3Y | +96.7% | -24.3% | +121.0% | +121.9% |
| 5Y | -30.6% | -21.3% | -9.3% | -23.0% |
| All | -35.6% | -10.5% | -25.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling