+3.6%
WBD vs ELAN
-30.9%
+34.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.0% |
| 7D | -0.7% | -5.4% | +4.7% | +1.0% |
| 30D | +1.4% | +4.7% | -3.3% | -0.3% |
| 3M | +4.4% | -3.7% | +8.1% | +4.8% |
| 6M | +0.8% | -1.2% | +2.0% | -1.4% |
| YTD | -2.7% | +2.4% | -5.1% | -6.6% |
| 1Y | +73.4% | +23.4% | +50.0% | +53.9% |
| 3Y | +142.1% | +96.7% | +45.5% | +60.2% |
| All | +3.6% | -30.9% | +34.5% | +12.4% |
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