+116.2%
SHW vs ELAN
-27.0%
+143.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -3.2% | -4.6% | +1.4% | -2.2% |
| 30D | -11.4% | +5.7% | -17.1% | -12.6% |
| 3M | +3.5% | -3.9% | +7.4% | +4.0% |
| 6M | -3.4% | -1.6% | -1.7% | -4.0% |
| YTD | -0.3% | +4.1% | -4.4% | -2.4% |
| 1Y | -10.4% | +25.5% | -36.0% | -16.2% |
| 3Y | +21.3% | +103.2% | -81.9% | -4.9% |
| 5Y | +12.9% | -29.8% | +42.6% | +15.3% |
| All | +116.2% | -27.0% | +143.2% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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