+255.8%
ELV vs WAB
+266.7%
-10.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +1.0% | +5.1% | -4.1% | -0.5% |
| 30D | +0.4% | +4.0% | -3.6% | -1.0% |
| 3M | +8.4% | +0.1% | +8.3% | +8.0% |
| 6M | +8.4% | +12.8% | -4.4% | +3.7% |
| YTD | +24.4% | +40.1% | -15.7% | +11.2% |
| 1Y | +33.5% | +46.4% | -12.9% | +17.8% |
| 3Y | -2.1% | +167.4% | -169.5% | -30.0% |
| 5Y | +5.8% | +215.0% | -209.3% | -29.7% |
| All | +255.8% | +266.7% | -10.9% | +94.3% |
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 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