-33.4%
ELAN vs WST
+186.0%
-219.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | +8.4% | -4.6% | +13.0% | +9.8% |
| 3M | +1.2% | +5.7% | -4.5% | -0.5% |
| 6M | +2.6% | +37.6% | -35.0% | -6.6% |
| YTD | +5.9% | +23.0% | -17.1% | -0.9% |
| 1Y | +25.8% | +33.8% | -8.0% | +14.6% |
| 3Y | +106.8% | -13.4% | +120.2% | +99.8% |
| 5Y | -29.3% | -27.0% | -2.3% | -30.8% |
| All | -33.4% | +186.0% | -219.4% | -62.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling