+61.3%
WM vs ELAN
-19.3%
+80.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.3% |
| 7D | +0.8% | +4.6% | -3.9% | +0.6% |
| 30D | +13.8% | +17.4% | -3.6% | +13.0% |
| 3M | +6.4% | +16.5% | -10.1% | +5.7% |
| 6M | +13.2% | +21.9% | -8.7% | +12.1% |
| YTD | +10.8% | +17.0% | -6.2% | +9.6% |
| 1Y | +20.2% | +15.8% | +4.4% | +18.9% |
| 3Y | +46.5% | +147.9% | -101.5% | +35.6% |
| 5Y | +61.3% | -19.1% | +80.4% | +72.9% |
| All | +61.3% | -19.3% | +80.6% | +72.9% |
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