+916.1%
WDC vs ELAN
-30.9%
+947.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.4% |
| 7D | -4.3% | -5.4% | +1.1% | -2.6% |
| 30D | -1.5% | +4.7% | -6.2% | -3.2% |
| 3M | -15.5% | -3.7% | -11.8% | -14.8% |
| 6M | +66.5% | -1.2% | +67.6% | +65.9% |
| YTD | +159.9% | +2.4% | +157.5% | +156.1% |
| 1Y | +366.0% | +23.4% | +342.6% | +335.4% |
| 3Y | +1,285.8% | +96.7% | +1,189.1% | +927.0% |
| All | +916.1% | -30.9% | +947.0% | +1,082.2% |
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