+228.0%
WAB vs EL
-67.4%
+295.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | -2.4% | +15.5% | -17.9% | -5.7% |
| 3M | +9.7% | +20.6% | -10.9% | +4.8% |
| 6M | +16.5% | +10.5% | +6.0% | +12.6% |
| YTD | +33.7% | -1.9% | +35.6% | +31.8% |
| 1Y | +49.7% | +16.1% | +33.6% | +41.0% |
| 3Y | +170.9% | -30.2% | +201.2% | +176.2% |
| 5Y | +228.0% | -67.4% | +295.4% | +342.7% |
| All | +228.0% | -67.4% | +295.5% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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