+301.7%
ELF vs WAB
+266.7%
+35.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +4.3% |
| 7D | +1.6% | +5.1% | -3.5% | -0.7% |
| 30D | +9.1% | +4.0% | +5.1% | +7.0% |
| 3M | +28.2% | +0.1% | +28.1% | +27.8% |
| 6M | +119.5% | +12.8% | +106.8% | +105.5% |
| YTD | +55.2% | +40.1% | +15.1% | +31.3% |
| 1Y | +58.6% | +46.4% | +12.2% | +31.6% |
| 3Y | +21.3% | +167.4% | -146.1% | -22.1% |
| 5Y | +276.2% | +215.0% | +61.2% | +123.3% |
| All | +301.7% | +266.7% | +35.0% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling