+199.5%
WM vs ELAN
-17.9%
+217.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.3% |
| 7D | +0.8% | +4.6% | -3.9% | +0.2% |
| 30D | +13.8% | +17.4% | -3.6% | +11.9% |
| 3M | +6.4% | +16.5% | -10.1% | +4.6% |
| 6M | +13.2% | +21.9% | -8.7% | +10.4% |
| YTD | +10.8% | +17.0% | -6.2% | +7.9% |
| 1Y | +20.2% | +15.8% | +4.4% | +17.1% |
| 3Y | +46.5% | +147.9% | -101.5% | +25.3% |
| 5Y | +61.3% | -19.1% | +80.4% | +66.7% |
| All | +199.5% | -17.9% | +217.4% | +177.9% |
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 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