-35.6%
ELAN vs WTW
+136.4%
-172.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -5.4% | -5.7% | +0.3% | -3.3% |
| 30D | +4.7% | -7.3% | +12.0% | +7.6% |
| 3M | -3.7% | +21.5% | -25.1% | -11.4% |
| 6M | -1.2% | +9.6% | -10.8% | -6.2% |
| YTD | +2.4% | -3.3% | +5.7% | +1.9% |
| 1Y | +23.4% | -6.1% | +29.5% | +24.2% |
| 3Y | +96.7% | +61.8% | +34.8% | +47.7% |
| 5Y | -30.6% | +42.7% | -73.3% | -44.8% |
| All | -35.6% | +136.4% | -172.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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