+84.1%
WDC vs ELAN
+1.9%
+82.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +7.5% | -4.6% | +12.0% | +9.7% |
| 30D | +10.1% | +5.7% | +4.4% | +6.6% |
| 3M | -6.8% | -3.9% | -2.9% | -5.2% |
| 6M | +84.1% | -1.6% | +85.8% | +85.5% |
| All | +84.1% | +1.9% | +82.2% | +85.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling