+44.2%
SW vs ELAN
+147.9%
-103.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.6% | +4.6% | -7.2% | -4.0% |
| 30D | +7.2% | +17.4% | -10.2% | +2.3% |
| 3M | -10.5% | +16.5% | -27.0% | -14.4% |
| 6M | +9.9% | +21.9% | -12.0% | +3.4% |
| YTD | +17.2% | +17.0% | +0.2% | +11.0% |
| 1Y | +26.5% | +15.8% | +10.7% | +19.9% |
| All | +44.2% | +147.9% | -103.8% | 0.0% |
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