+0.2%
SW vs ELAN
-19.3%
+19.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.6% | +4.6% | -7.2% | -3.8% |
| 30D | +7.2% | +17.4% | -10.2% | +3.0% |
| 3M | -10.5% | +16.5% | -27.0% | -13.9% |
| 6M | +9.9% | +21.9% | -12.0% | +4.4% |
| YTD | +17.2% | +17.0% | +0.2% | +12.0% |
| 1Y | +26.5% | +15.8% | +10.7% | +21.0% |
| 3Y | +47.7% | +147.9% | -100.3% | +16.3% |
| 5Y | +0.2% | -19.1% | +19.3% | -2.2% |
| All | +0.2% | -19.3% | +19.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling