+48.0%
SW vs ELAN
-26.6%
+74.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -0.2% |
| 7D | +4.7% | +1.9% | +2.8% | +4.2% |
| 30D | +5.0% | +5.3% | -0.3% | +3.8% |
| 3M | -7.3% | -9.7% | +2.4% | -5.6% |
| 6M | +15.0% | +3.0% | +12.0% | +13.7% |
| YTD | +18.5% | +4.6% | +13.9% | +16.7% |
| 1Y | +27.1% | +9.6% | +17.5% | +24.1% |
| 3Y | +49.3% | +146.4% | -97.1% | +22.2% |
| 5Y | -1.6% | -30.5% | +28.9% | -4.2% |
| All | +48.0% | -26.6% | +74.6% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling