+1,682.6%
EL vs WST
+9,381.9%
-7,699.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.8% |
| 7D | +0.8% | -3.1% | +3.9% | +1.6% |
| 30D | +16.5% | +9.1% | +7.4% | +14.0% |
| 3M | +29.2% | +14.7% | +14.5% | +24.8% |
| 6M | +27.9% | +28.0% | -0.1% | +19.9% |
| YTD | +6.2% | +45.6% | -39.5% | -4.2% |
| 1Y | +27.2% | +45.7% | -18.5% | +14.6% |
| 3Y | +3.2% | +21.1% | -17.9% | -8.6% |
| 5Y | -66.0% | +0.3% | -66.3% | -68.9% |
| 10Y | +58.3% | +449.0% | -390.7% | -9.2% |
| All | +1,682.6% | +9,381.9% | -7,699.3% | +486.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling