+204.3%
WM vs ELAN
-17.8%
+222.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.2% | +11.9% | -10.7% | 0.0% |
| 30D | +15.2% | +18.3% | -3.0% | +13.3% |
| 3M | +8.3% | +19.7% | -11.4% | +6.3% |
| 6M | +13.1% | +23.7% | -10.5% | +10.2% |
| YTD | +12.5% | +17.1% | -4.6% | +9.6% |
| 1Y | +21.8% | +20.2% | +1.6% | +18.2% |
| 3Y | +48.8% | +148.1% | -99.3% | +27.3% |
| 5Y | +62.1% | -19.8% | +81.8% | +67.9% |
| All | +204.3% | -17.8% | +222.1% | +182.3% |
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 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