-35.6%
ELAN vs WAT
+106.5%
-142.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | -5.4% | -0.3% | -5.2% | -5.3% |
| 30D | +4.7% | -1.9% | +6.6% | +5.7% |
| 3M | -3.7% | +13.5% | -17.2% | -10.0% |
| 6M | -1.2% | +37.2% | -38.4% | -16.7% |
| YTD | +2.4% | +7.5% | -5.1% | -3.2% |
| 1Y | +23.4% | +35.0% | -11.6% | +3.1% |
| 3Y | +96.7% | +55.1% | +41.6% | +46.7% |
| 5Y | -30.6% | -2.8% | -27.8% | -35.4% |
| All | -35.6% | +106.5% | -142.2% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling