-34.6%
ELAN vs WAB
+177.9%
-212.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +5.7% | -4.6% | +10.3% | +8.1% |
| 3M | -3.9% | +5.6% | -9.5% | -7.1% |
| 6M | -1.6% | +13.8% | -15.4% | -8.3% |
| YTD | +4.1% | +31.9% | -27.8% | -9.7% |
| 1Y | +25.5% | +48.3% | -22.7% | +2.6% |
| 3Y | +103.2% | +167.1% | -63.9% | +24.5% |
| 5Y | -29.8% | +222.9% | -252.7% | -60.6% |
| All | -34.6% | +177.9% | -212.5% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling