+135.9%
WMT vs ELAN
-30.9%
+166.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.3% |
| 7D | 0.0% | -5.4% | +5.4% | +0.3% |
| 30D | -7.4% | +4.7% | -12.1% | -7.6% |
| 3M | -10.9% | -3.7% | -7.2% | -10.7% |
| 6M | -12.7% | -1.2% | -11.5% | -12.8% |
| YTD | -3.2% | +2.4% | -5.6% | -3.6% |
| 1Y | +5.3% | +23.4% | -18.1% | +3.5% |
| 3Y | +101.9% | +96.7% | +5.2% | +87.9% |
| All | +135.9% | -30.9% | +166.8% | +132.1% |
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 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