+166.5%
WM vs ELAN
-29.1%
+195.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.5% |
| 7D | -3.1% | -6.4% | +3.3% | -2.5% |
| 30D | -5.3% | +0.6% | -5.9% | -5.4% |
| 3M | -4.2% | 0.0% | -4.2% | -4.5% |
| 6M | -8.1% | -3.4% | -4.6% | -8.4% |
| YTD | -1.4% | +1.0% | -2.5% | -2.5% |
| 1Y | +0.2% | +24.7% | -24.5% | -3.3% |
| 3Y | +43.1% | +97.2% | -54.2% | +25.5% |
| 5Y | +49.8% | -31.5% | +81.3% | +57.8% |
| All | +166.5% | -29.1% | +195.6% | +151.1% |
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 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