+338.7%
ELF vs WST
+452.9%
-114.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | +7.7% | +12.4% | -4.6% | +4.2% |
| 3M | +24.7% | +17.6% | +7.1% | +18.9% |
| 6M | +114.6% | +28.3% | +86.4% | +99.6% |
| YTD | +55.8% | +50.5% | +5.3% | +37.4% |
| 1Y | +51.9% | +49.4% | +2.5% | +34.4% |
| 3Y | +24.6% | +21.9% | +2.7% | +8.8% |
| 5Y | +279.2% | +0.4% | +278.8% | +251.2% |
| 10Y | +338.7% | +451.5% | -112.8% | +114.3% |
| All | +338.7% | +452.9% | -114.1% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling