-29.4%
EL vs WST
-15.4%
-14.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +19.8% | -3.1% | +23.0% | +20.5% |
| 3M | +25.7% | +7.2% | +18.5% | +24.2% |
| 6M | +5.4% | +36.8% | -31.4% | 0.0% |
| YTD | +0.2% | +23.8% | -23.6% | -3.7% |
| 1Y | +20.4% | +37.8% | -17.3% | +13.8% |
| All | -29.4% | -15.4% | -14.0% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling