+2,419.4%
ELV vs WAB
+4,982.9%
-2,563.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +3.3% | -3.2% | +6.5% | +4.2% |
| 30D | +4.2% | -4.4% | +8.6% | +5.4% |
| 3M | -0.1% | +7.9% | -7.9% | -2.6% |
| 6M | +41.3% | +8.7% | +32.5% | +37.0% |
| YTD | +17.4% | +33.0% | -15.5% | +7.8% |
| 1Y | +35.1% | +46.7% | -11.6% | +20.4% |
| 3Y | -3.2% | +153.0% | -156.2% | -27.1% |
| 5Y | +15.6% | +222.3% | -206.7% | -19.8% |
| 10Y | +276.8% | +291.0% | -14.2% | +132.2% |
| All | +2,419.4% | +4,982.9% | -2,563.5% | +736.1% |
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 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