+1,582.2%
EL vs WST
+7,962.7%
-6,380.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | +19.8% | -3.1% | +23.0% | +20.9% |
| 3M | +25.7% | +7.2% | +18.5% | +23.4% |
| 6M | +5.4% | +36.8% | -31.4% | -3.2% |
| YTD | +0.2% | +23.8% | -23.6% | -5.8% |
| 1Y | +20.4% | +37.8% | -17.3% | +9.8% |
| 3Y | -32.1% | -15.9% | -16.2% | -33.8% |
| 5Y | -67.2% | -25.8% | -41.4% | -67.7% |
| 10Y | +31.7% | +319.6% | -287.8% | -19.3% |
| All | +1,582.2% | +7,962.7% | -6,380.5% | +476.7% |
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