+7,511.2%
WAB vs EL
+1,831.4%
+5,679.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | +6.4% | +12.3% | -5.8% | +2.3% |
| 3M | +2.2% | +28.4% | -26.2% | -6.7% |
| 6M | +13.7% | +36.7% | -23.0% | +0.8% |
| YTD | +43.0% | +8.4% | +34.6% | +34.2% |
| 1Y | +47.0% | +25.4% | +21.6% | +31.0% |
| 3Y | +174.4% | +3.4% | +170.9% | +141.6% |
| 5Y | +222.2% | -64.8% | +286.9% | +303.6% |
| 10Y | +276.9% | +63.0% | +213.9% | +165.1% |
| All | +7,511.2% | +1,831.4% | +5,679.8% | +2,373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling