+40.1%
SW vs ELAN
+150.7%
-110.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.2% |
| 7D | -2.9% | +4.0% | -7.0% | -4.0% |
| 30D | +5.0% | +18.8% | -13.7% | -0.1% |
| 3M | -13.7% | +19.0% | -32.6% | -18.0% |
| 6M | +8.0% | +22.8% | -14.8% | +1.5% |
| YTD | +14.0% | +18.3% | -4.4% | +7.6% |
| 1Y | +25.6% | +21.8% | +3.8% | +17.7% |
| 3Y | +40.1% | +153.8% | -113.7% | -3.1% |
| All | +40.1% | +150.7% | -110.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling