+7,493.9%
WAB vs EL
+1,850.3%
+5,643.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +4.0% | +7.6% | -3.6% | +1.6% |
| 30D | +6.3% | +15.7% | -9.4% | +1.2% |
| 3M | +3.3% | +30.5% | -27.3% | -6.2% |
| 6M | +14.5% | +32.5% | -18.1% | +2.5% |
| YTD | +42.7% | +9.4% | +33.2% | +33.5% |
| 1Y | +45.2% | +28.4% | +16.8% | +28.5% |
| 3Y | +173.8% | +4.4% | +169.3% | +140.3% |
| 5Y | +223.8% | -64.5% | +288.3% | +304.7% |
| 10Y | +280.5% | +64.9% | +215.6% | +166.6% |
| All | +7,493.9% | +1,850.3% | +5,643.6% | +2,360.7% |
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 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