+51.6%
WM vs ELAN
-30.4%
+82.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.5% |
| 7D | -1.2% | -4.6% | +3.4% | -1.0% |
| 30D | -4.5% | +5.7% | -10.2% | -4.7% |
| 3M | -2.2% | -3.9% | +1.7% | -2.2% |
| 6M | -11.5% | -1.6% | -9.8% | -11.7% |
| YTD | -0.7% | +4.1% | -4.7% | -1.2% |
| 1Y | +0.3% | +25.5% | -25.2% | -1.3% |
| 3Y | +44.2% | +103.2% | -59.0% | +35.0% |
| 5Y | +51.6% | -29.8% | +81.4% | +59.8% |
| All | +51.6% | -30.4% | +82.0% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling