-2.3%
SW vs ELAN
-18.8%
+16.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.1% |
| 7D | -2.9% | +4.0% | -7.0% | -3.9% |
| 30D | +5.0% | +18.8% | -13.7% | +0.6% |
| 3M | -13.7% | +19.0% | -32.6% | -17.3% |
| 6M | +8.0% | +22.8% | -14.8% | +2.4% |
| YTD | +14.0% | +18.3% | -4.4% | +8.6% |
| 1Y | +25.6% | +21.8% | +3.8% | +18.9% |
| 3Y | +40.1% | +153.8% | -113.7% | +9.8% |
| All | -2.3% | -18.8% | +16.5% | -5.1% |
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 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