+255.0%
ELF vs WST
-25.7%
+280.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +5.4% | +0.7% | +4.6% | +5.2% |
| 30D | +27.0% | -3.1% | +30.1% | +28.0% |
| 3M | +113.2% | +7.2% | +106.0% | +109.7% |
| 6M | +36.6% | +36.8% | -0.2% | +26.5% |
| YTD | +44.2% | +23.8% | +20.4% | +36.4% |
| 1Y | -18.0% | +37.8% | -55.8% | -24.1% |
| 3Y | -19.9% | -15.9% | -4.0% | -20.5% |
| All | +255.0% | -25.7% | +280.7% | +254.2% |
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