+12.5%
ELAN vs WAT
+32.9%
-20.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.4% |
| 7D | +11.7% | -1.9% | +13.7% | +12.5% |
| 30D | +12.4% | +6.2% | +6.2% | +9.8% |
| 3M | -1.1% | +18.1% | -19.2% | -7.3% |
| 6M | +12.4% | +54.9% | -42.5% | -5.4% |
| YTD | +11.8% | +23.1% | -11.3% | +0.1% |
| 1Y | +12.5% | +27.3% | -14.8% | -2.3% |
| All | +12.5% | +32.9% | -20.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling