-34.6%
ELAN vs WEC
+105.1%
-139.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | +5.7% | +0.9% | +4.8% | +5.3% |
| 3M | -3.9% | -5.3% | +1.4% | -2.4% |
| 6M | -1.6% | -6.6% | +4.9% | +0.2% |
| YTD | +4.1% | +3.3% | +0.8% | +2.6% |
| 1Y | +25.5% | +2.1% | +23.5% | +24.1% |
| 3Y | +103.2% | +39.6% | +63.6% | +79.8% |
| 5Y | -29.8% | +31.2% | -61.0% | -36.9% |
| All | -34.6% | +105.1% | -139.7% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling