+112.2%
ELAN vs WETO
-99.4%
+211.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.4% |
| 7D | -5.4% | -4.3% | -1.1% | -5.4% |
| 30D | +4.7% | -39.9% | +44.6% | +2.7% |
| 3M | -3.7% | -97.9% | +94.2% | -1.7% |
| 6M | -1.2% | -95.0% | +93.8% | -2.1% |
| YTD | +2.4% | -97.2% | +99.5% | +3.1% |
| 1Y | +23.4% | -98.9% | +122.3% | +27.1% |
| All | +112.2% | -99.4% | +211.6% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling