+8.0%
ELF vs WST
+16.9%
-8.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.6% |
| 7D | -2.7% | -5.8% | +3.1% | -1.6% |
| 30D | +6.9% | +5.3% | +1.5% | +5.8% |
| 3M | +27.2% | +11.8% | +15.4% | +24.5% |
| 6M | +84.9% | +26.7% | +58.2% | +77.1% |
| YTD | +44.5% | +43.0% | +1.5% | +34.8% |
| 1Y | -6.8% | +38.9% | -45.6% | -12.4% |
| All | +8.0% | +16.9% | -8.9% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling