-25.6%
ELAN vs WST
+252.9%
-278.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.7% |
| 7D | +4.0% | +4.2% | -0.2% | +2.9% |
| 30D | +18.8% | +11.2% | +7.5% | +15.4% |
| 3M | +19.0% | +20.4% | -1.4% | +13.1% |
| 6M | +22.8% | +37.9% | -15.0% | +12.2% |
| YTD | +18.3% | +51.8% | -33.5% | +4.5% |
| 1Y | +21.8% | +56.6% | -34.8% | +6.6% |
| 3Y | +153.8% | +24.2% | +129.6% | +118.1% |
| 5Y | -18.9% | +0.7% | -19.6% | -27.6% |
| All | -25.6% | +252.9% | -278.5% | -60.1% |
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 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