-2.6%
SW vs ELAN
-24.6%
+22.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -3.0% |
| 7D | +2.3% | +11.6% | -9.3% | -0.5% |
| 30D | +6.8% | +15.1% | -8.3% | +3.1% |
| 3M | -5.2% | +6.4% | -11.6% | -7.0% |
| 6M | +7.4% | -1.7% | +9.1% | +6.9% |
| YTD | +17.4% | +13.7% | +3.7% | +12.9% |
| 1Y | +27.1% | +19.6% | +7.5% | +20.9% |
| 3Y | +47.9% | +175.0% | -127.1% | +14.4% |
| All | -2.6% | -24.6% | +22.1% | -7.1% |
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