+314.5%
ELF vs WST
+441.4%
-126.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.2% |
| 7D | -2.7% | -5.8% | +3.1% | -1.0% |
| 30D | +6.9% | +5.3% | +1.5% | +5.3% |
| 3M | +27.2% | +11.8% | +15.4% | +23.1% |
| 6M | +84.9% | +26.7% | +58.2% | +72.5% |
| YTD | +44.5% | +43.0% | +1.5% | +29.3% |
| 1Y | -6.8% | +38.9% | -45.6% | -15.5% |
| 3Y | +14.2% | +18.2% | -3.9% | +0.2% |
| 5Y | +250.6% | -1.5% | +252.1% | +225.3% |
| 10Y | +318.0% | +439.0% | -121.0% | +103.4% |
| All | +314.5% | +441.4% | -126.8% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling