+47.5%
SW vs ELAN
-17.0%
+64.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.2% | +8.9% | -6.7% | +0.3% |
| 30D | +7.4% | +16.8% | -9.3% | +3.9% |
| 3M | -5.9% | +20.1% | -26.0% | -9.6% |
| 6M | +9.0% | +13.2% | -4.2% | +5.7% |
| YTD | +18.1% | +18.3% | -0.1% | +13.3% |
| 1Y | +28.7% | +20.2% | +8.5% | +23.0% |
| 3Y | +48.8% | +150.6% | -101.8% | +20.8% |
| 5Y | +2.5% | -18.9% | +21.3% | -3.3% |
| All | +47.5% | -17.0% | +64.5% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling