+360.0%
WELL vs ELAN
-28.2%
+388.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | -0.2% | -5.4% | +5.2% | +1.1% |
| 30D | +2.3% | +4.7% | -2.4% | +1.0% |
| 3M | +12.3% | -3.7% | +15.9% | +12.6% |
| 6M | +15.6% | -1.2% | +16.8% | +13.9% |
| YTD | +28.3% | +2.4% | +25.9% | +24.9% |
| 1Y | +41.9% | +23.4% | +18.5% | +31.1% |
| 3Y | +198.3% | +96.7% | +101.6% | +120.1% |
| 5Y | +206.4% | -30.6% | +237.0% | +236.6% |
| All | +360.0% | -28.2% | +388.2% | +281.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling