+2,569.4%
ELV vs WST
+8,842.8%
-6,273.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.5% | +4.9% | -5.3% | -1.8% |
| 30D | +1.1% | +10.7% | -9.6% | -1.7% |
| 3M | +8.2% | +16.8% | -8.6% | +3.6% |
| 6M | +10.2% | +32.0% | -21.7% | +2.0% |
| YTD | +24.4% | +49.9% | -25.5% | +10.7% |
| 1Y | +33.8% | +50.6% | -16.8% | +18.8% |
| 3Y | -1.4% | +21.4% | -22.8% | -14.2% |
| 5Y | +5.8% | -0.6% | +6.4% | -5.4% |
| 10Y | +269.1% | +449.4% | -180.3% | +79.0% |
| All | +2,569.4% | +8,842.8% | -6,273.4% | +531.5% |
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 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