+105.3%
HAL vs WST
-25.7%
+130.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +2.9% | +0.7% | +2.2% | +2.9% |
| 30D | +17.0% | -3.1% | +20.2% | +17.4% |
| 3M | -9.7% | +7.2% | -16.9% | -10.5% |
| 6M | +8.6% | +36.8% | -28.2% | +4.2% |
| YTD | +33.0% | +23.8% | +9.1% | +29.0% |
| 1Y | +68.3% | +37.8% | +30.5% | +61.1% |
| 3Y | +0.1% | -15.9% | +16.0% | -1.7% |
| All | +105.3% | -25.7% | +130.9% | +67.4% |
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