+273.0%
ELF vs WST
+1.0%
+272.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.6% |
| 7D | +1.6% | +4.2% | -2.6% | +0.6% |
| 30D | +9.1% | +11.2% | -2.1% | +6.3% |
| 3M | +28.2% | +20.4% | +7.8% | +22.4% |
| 6M | +119.5% | +37.9% | +81.7% | +102.9% |
| YTD | +55.2% | +51.8% | +3.4% | +39.2% |
| 1Y | +58.6% | +56.6% | +2.0% | +41.3% |
| 3Y | +21.3% | +24.2% | -2.9% | +7.2% |
| All | +273.0% | +1.0% | +272.0% | +270.8% |
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