+89.1%
ELF vs WAB
+6.3%
+82.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.6% |
| 7D | +4.0% | +1.4% | +2.6% | +4.2% |
| 30D | +10.6% | +0.4% | +10.2% | +10.8% |
| 3M | +25.8% | -3.8% | +29.7% | +25.7% |
| 6M | +89.1% | +5.1% | +84.0% | +87.2% |
| All | +89.1% | +6.3% | +82.8% | +87.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling