+341.4%
ELF vs WST
+441.1%
-99.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.9% | +5.2% |
| 7D | +4.0% | -3.1% | +7.1% | +5.0% |
| 30D | +10.6% | +9.1% | +1.5% | +7.9% |
| 3M | +25.8% | +14.7% | +11.1% | +20.9% |
| 6M | +89.1% | +28.0% | +61.1% | +75.9% |
| YTD | +52.7% | +45.6% | +7.1% | +36.0% |
| 1Y | +51.7% | +45.7% | +6.1% | +35.2% |
| 3Y | +14.2% | +21.1% | -6.9% | -0.5% |
| 5Y | +270.7% | +0.3% | +270.4% | +242.3% |
| All | +341.4% | +441.1% | -99.7% | +116.4% |
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