-35.6%
ELAN vs WEC
+103.5%
-139.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -0.6% | -4.9% | -5.3% |
| 30D | +4.7% | -2.6% | +7.3% | +5.5% |
| 3M | -3.7% | -6.0% | +2.4% | -1.9% |
| 6M | -1.2% | -5.4% | +4.2% | +0.3% |
| YTD | +2.4% | +2.5% | -0.1% | +1.2% |
| 1Y | +23.4% | -0.7% | +24.1% | +23.1% |
| 3Y | +96.7% | +38.7% | +58.0% | +74.4% |
| 5Y | -30.6% | +31.7% | -62.2% | -37.7% |
| All | -35.6% | +103.5% | -139.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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