+966.5%
WDC vs ELAN
-28.2%
+994.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.5% |
| 7D | -4.3% | -5.4% | +1.1% | -2.3% |
| 30D | -1.5% | +4.7% | -6.2% | -3.4% |
| 3M | -15.5% | -3.7% | -11.8% | -14.7% |
| 6M | +66.5% | -1.2% | +67.6% | +65.4% |
| YTD | +159.9% | +2.4% | +157.5% | +154.7% |
| 1Y | +366.0% | +23.4% | +342.6% | +326.6% |
| 3Y | +1,285.8% | +96.7% | +1,189.1% | +851.0% |
| 5Y | +925.6% | -30.6% | +956.1% | +1,021.2% |
| All | +966.5% | -28.2% | +994.7% | +835.4% |
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 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