-30.4%
ELAN vs WAB
+221.8%
-252.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | -3.7% | +8.2% | -11.8% | -9.4% |
| 6M | -1.2% | +15.4% | -16.6% | -10.7% |
| YTD | +2.4% | +33.1% | -30.8% | -15.5% |
| 1Y | +23.4% | +48.1% | -24.7% | -5.2% |
| 3Y | +96.7% | +167.7% | -71.0% | -0.5% |
| All | -30.4% | +221.8% | -252.1% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling