+14.5%
ELV vs WAB
+224.0%
-209.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -0.2% | -4.6% | +4.4% | +0.7% |
| 3M | -6.1% | +5.6% | -11.7% | -7.5% |
| 6M | +42.8% | +13.8% | +29.0% | +37.9% |
| YTD | +14.4% | +31.9% | -17.5% | +6.7% |
| 1Y | +28.6% | +48.3% | -19.6% | +16.7% |
| 3Y | -7.4% | +167.1% | -174.6% | -29.5% |
| 5Y | +14.5% | +222.9% | -208.4% | -20.3% |
| All | +14.5% | +224.0% | -209.5% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling