-31.5%
ELAN vs WST
-24.9%
-6.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.5% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | +0.6% | -2.0% | +2.6% | +1.1% |
| 3M | 0.0% | +4.1% | -4.1% | -1.3% |
| 6M | -3.4% | +47.4% | -50.9% | -12.9% |
| YTD | +1.0% | +25.4% | -24.4% | -5.4% |
| 1Y | +24.7% | +35.3% | -10.6% | +14.2% |
| 3Y | +97.2% | -11.7% | +108.9% | +91.0% |
| 5Y | -31.5% | -24.0% | -7.5% | -38.1% |
| All | -31.5% | -24.9% | -6.6% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling