+313.8%
ELF vs WAB
+291.4%
+22.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +5.4% | -3.2% | +8.6% | +6.9% |
| 30D | +27.0% | -4.4% | +31.4% | +29.4% |
| 3M | +113.2% | +7.9% | +105.3% | +104.2% |
| 6M | +36.6% | +8.7% | +27.9% | +29.7% |
| YTD | +44.2% | +33.0% | +11.2% | +25.2% |
| 1Y | -18.0% | +46.7% | -64.6% | -31.7% |
| 3Y | -19.9% | +153.0% | -172.9% | -47.2% |
| 5Y | +257.7% | +222.3% | +35.4% | +111.8% |
| All | +313.8% | +291.4% | +22.4% | +99.3% |
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