+45.1%
WM vs ELAN
+105.8%
-60.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | -4.3% | +8.4% | -12.7% | -4.4% |
| 3M | +0.8% | +1.2% | -0.5% | +0.7% |
| 6M | -10.8% | +2.6% | -13.4% | -10.9% |
| YTD | -0.1% | +5.9% | -6.0% | -0.3% |
| 1Y | +1.0% | +25.8% | -24.8% | +0.2% |
| 3Y | +45.1% | +106.8% | -61.7% | +38.1% |
| All | +45.1% | +105.8% | -60.7% | +38.1% |
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 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