+363.2%
WELL vs ELAN
-25.7%
+388.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.0% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +0.5% | +8.4% | -7.8% | -1.6% |
| 3M | +19.1% | +1.2% | +17.8% | +17.9% |
| 6M | +17.0% | +2.6% | +14.4% | +14.2% |
| YTD | +29.2% | +5.9% | +23.3% | +24.7% |
| 1Y | +42.1% | +25.8% | +16.3% | +30.7% |
| 3Y | +204.5% | +106.8% | +97.7% | +121.5% |
| 5Y | +211.0% | -29.3% | +240.2% | +241.3% |
| All | +363.2% | -25.7% | +388.9% | +281.3% |
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