+16.4%
ELV vs WST
-25.8%
+42.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 3M | -3.5% | +5.7% | -9.2% | -4.1% |
| 6M | +40.2% | +37.6% | +2.6% | +35.5% |
| YTD | +15.8% | +23.0% | -7.2% | +13.0% |
| 1Y | +33.2% | +33.8% | -0.7% | +28.9% |
| 3Y | -6.2% | -13.4% | +7.1% | -7.4% |
| 5Y | +16.4% | -27.0% | +43.4% | +16.5% |
| All | +16.4% | -25.8% | +42.2% | +16.5% |
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 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