+48.7%
WM vs ELAN
+150.7%
-102.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +3.2% | +4.0% | -0.8% | +3.1% |
| 30D | +13.0% | +18.8% | -5.7% | +12.7% |
| 3M | +9.2% | +19.0% | -9.7% | +8.9% |
| 6M | +13.6% | +22.8% | -9.2% | +13.2% |
| YTD | +12.4% | +18.3% | -5.9% | +11.9% |
| 1Y | +21.2% | +21.8% | -0.6% | +20.5% |
| 3Y | +48.7% | +153.8% | -105.2% | +40.4% |
| All | +48.7% | +150.7% | -102.1% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling