+16.1%
EL vs WST
+35.8%
-19.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +15.5% | -4.6% | +20.1% | +16.8% |
| 3M | +20.6% | +5.7% | +14.9% | +18.9% |
| 6M | +10.5% | +37.6% | -27.1% | +1.8% |
| YTD | -1.9% | +23.0% | -24.9% | -8.2% |
| 1Y | +16.1% | +33.8% | -17.8% | +5.9% |
| All | +16.1% | +35.8% | -19.7% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling