+257.4%
ELV vs WST
+325.7%
-68.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | -0.2% | -4.3% | +4.1% | +0.7% |
| 3M | -6.1% | +0.7% | -6.9% | -6.3% |
| 6M | +42.8% | +36.0% | +6.8% | +33.5% |
| YTD | +14.4% | +22.7% | -8.4% | +9.0% |
| 1Y | +28.6% | +34.1% | -5.5% | +20.1% |
| 3Y | -7.4% | -13.6% | +6.2% | -9.6% |
| 5Y | +14.5% | -26.0% | +40.4% | +16.5% |
| 10Y | +257.4% | +335.8% | -78.3% | +87.5% |
| All | +257.4% | +325.7% | -68.3% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling