-6.2%
ELV vs WST
-15.5%
+9.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +2.0% | -4.6% | +6.6% | +2.4% |
| 3M | -3.5% | +5.7% | -9.2% | -3.9% |
| 6M | +40.2% | +37.6% | +2.6% | +36.6% |
| YTD | +15.8% | +23.0% | -7.2% | +13.6% |
| 1Y | +33.2% | +33.8% | -0.7% | +30.0% |
| 3Y | -6.2% | -13.4% | +7.1% | -8.2% |
| All | -6.2% | -15.5% | +9.3% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling