+171.8%
WM vs ELAN
-24.0%
+195.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | -2.4% | -6.6% | +4.2% | -1.9% |
| 3M | +0.4% | -0.8% | +1.3% | +0.2% |
| 6M | -9.5% | +0.2% | -9.7% | -10.1% |
| YTD | +0.5% | +8.3% | -7.8% | -1.2% |
| 1Y | -1.1% | +40.2% | -41.3% | -5.8% |
| 3Y | +46.0% | +97.7% | -51.7% | +28.6% |
| 5Y | +51.8% | -28.3% | +80.1% | +59.7% |
| All | +171.8% | -24.0% | +195.8% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling