+64.9%
EL vs WST
+446.4%
-381.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +7.6% | +1.4% | +6.3% | +7.3% |
| 30D | +15.7% | +12.7% | +3.0% | +12.1% |
| 3M | +30.5% | +17.2% | +13.4% | +25.2% |
| 6M | +32.5% | +26.7% | +5.9% | +24.3% |
| YTD | +9.4% | +50.3% | -40.8% | -2.5% |
| 1Y | +28.4% | +50.2% | -21.9% | +14.2% |
| 3Y | +4.4% | +21.7% | -17.3% | -8.4% |
| 5Y | -64.5% | +2.0% | -66.5% | -68.0% |
| 10Y | +64.9% | +451.1% | -386.2% | -13.6% |
| All | +64.9% | +446.4% | -381.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling