+201.1%
WELL vs ELAN
-30.9%
+232.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -0.2% | -5.4% | +5.2% | +0.5% |
| 30D | +2.3% | +4.7% | -2.4% | +1.6% |
| 3M | +12.3% | -3.7% | +15.9% | +12.5% |
| 6M | +15.6% | -1.2% | +16.8% | +14.8% |
| YTD | +28.3% | +2.4% | +25.9% | +26.6% |
| 1Y | +41.9% | +23.4% | +18.5% | +36.2% |
| 3Y | +198.3% | +96.7% | +101.6% | +153.9% |
| All | +201.1% | -30.9% | +232.0% | +223.2% |
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