+100.8%
WFC vs ELAN
-27.0%
+127.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +0.4% | -4.6% | +5.0% | +1.7% |
| 30D | +2.5% | +5.7% | -3.2% | +0.8% |
| 3M | +10.0% | -3.9% | +13.9% | +10.3% |
| 6M | +15.1% | -1.6% | +16.7% | +13.5% |
| YTD | -2.2% | +4.1% | -6.3% | -5.3% |
| 1Y | +13.5% | +25.5% | -12.1% | +3.6% |
| 3Y | +135.2% | +103.2% | +32.0% | +69.8% |
| 5Y | +128.3% | -29.8% | +158.1% | +143.4% |
| All | +100.8% | -27.0% | +127.8% | +79.1% |
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