+272.1%
ELV vs WAB
+296.8%
-24.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.2% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +4.9% | -4.1% | +9.0% | +6.1% |
| 3M | +4.9% | +8.2% | -3.3% | +2.0% |
| 6M | +45.1% | +15.4% | +29.7% | +37.9% |
| YTD | +20.7% | +33.1% | -12.5% | +9.8% |
| 1Y | +35.0% | +48.1% | -13.0% | +18.7% |
| 3Y | -2.4% | +167.7% | -170.2% | -30.4% |
| 5Y | +25.5% | +225.7% | -200.3% | -17.7% |
| All | +272.1% | +296.8% | -24.7% | +97.0% |
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 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