+35.0%
ELV vs WAB
+49.7%
-14.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.4% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +4.9% | -4.1% | +9.0% | +5.4% |
| 3M | +4.9% | +8.2% | -3.3% | +3.3% |
| 6M | +45.1% | +15.4% | +29.7% | +39.8% |
| YTD | +20.7% | +33.1% | -12.5% | +12.1% |
| 1Y | +35.0% | +48.1% | -13.0% | +23.1% |
| All | +35.0% | +49.7% | -14.6% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling