+6,977.7%
WAB vs EL
+1,685.7%
+5,292.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.2% |
| 7D | -3.2% | +0.8% | -4.0% | -3.5% |
| 30D | -4.4% | +19.8% | -24.3% | -10.5% |
| 3M | +7.9% | +25.7% | -17.8% | -0.9% |
| 6M | +8.7% | +5.4% | +3.3% | +4.5% |
| YTD | +33.0% | +0.2% | +32.8% | +28.5% |
| 1Y | +46.7% | +20.4% | +26.2% | +32.2% |
| 3Y | +153.0% | -32.1% | +185.1% | +156.6% |
| 5Y | +222.3% | -67.2% | +289.5% | +313.9% |
| 10Y | +291.0% | +31.7% | +259.2% | +196.6% |
| All | +6,977.7% | +1,685.7% | +5,292.0% | +2,268.8% |
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