+9.6%
ELAN vs WETO
-99.3%
+109.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.5% | -3.0% | -6.4% |
| 7D | +1.9% | +4.5% | -2.6% | +1.8% |
| 30D | +5.3% | -17.7% | +23.1% | +5.3% |
| 3M | -9.7% | -83.1% | +73.4% | -10.9% |
| 6M | +3.0% | -98.3% | +101.3% | +3.7% |
| YTD | +4.6% | -99.0% | +103.7% | +7.7% |
| 1Y | +9.6% | -99.3% | +108.9% | +16.8% |
| All | +9.6% | -99.3% | +109.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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