+275.1%
ELF vs WST
-0.1%
+275.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.9% | +5.3% |
| 7D | +4.0% | -3.1% | +7.1% | +4.8% |
| 30D | +10.6% | +9.1% | +1.5% | +8.3% |
| 3M | +25.8% | +14.7% | +11.1% | +21.6% |
| 6M | +89.1% | +28.0% | +61.1% | +77.9% |
| YTD | +52.7% | +45.6% | +7.1% | +38.4% |
| 1Y | +51.7% | +45.7% | +6.1% | +37.6% |
| 3Y | +14.2% | +21.1% | -6.9% | +1.2% |
| All | +275.1% | -0.1% | +275.3% | +270.0% |
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