+313.8%
ELF vs WST
+368.9%
-55.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +5.4% | +0.7% | +4.6% | +5.1% |
| 30D | +27.0% | -3.1% | +30.1% | +28.2% |
| 3M | +113.2% | +7.2% | +106.0% | +109.0% |
| 6M | +36.6% | +36.8% | -0.2% | +24.3% |
| YTD | +44.2% | +23.8% | +20.4% | +34.7% |
| 1Y | -18.0% | +37.8% | -55.8% | -25.5% |
| 3Y | -19.9% | -15.9% | -4.0% | -21.1% |
| 5Y | +257.7% | -25.8% | +283.5% | +264.2% |
| All | +313.8% | +368.9% | -55.1% | +112.2% |
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 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