+96.7%
ELAN vs WAB
+167.4%
-70.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.7% |
| 7D | -5.4% | +0.1% | -5.6% | -5.5% |
| 30D | +4.7% | -4.1% | +8.8% | +7.2% |
| 3M | -3.7% | +8.2% | -11.8% | -9.3% |
| 6M | -1.2% | +15.4% | -16.6% | -10.3% |
| YTD | +2.4% | +33.1% | -30.8% | -14.7% |
| 1Y | +23.4% | +48.1% | -24.7% | -4.0% |
| 3Y | +96.7% | +167.7% | -71.0% | -6.5% |
| All | +96.7% | +167.4% | -70.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling