+53.2%
HAL vs WST
-0.5%
+53.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.6% | +4.9% | -2.2% | +2.1% |
| 30D | -0.1% | +10.7% | -10.8% | -1.3% |
| 3M | -1.1% | +16.8% | -18.0% | -2.9% |
| 6M | -20.7% | +32.0% | -52.7% | -23.5% |
| YTD | +17.5% | +49.9% | -32.4% | +11.2% |
| 1Y | +24.1% | +50.6% | -26.5% | +17.3% |
| 3Y | -8.4% | +21.4% | -29.8% | -14.9% |
| 5Y | +53.2% | -0.6% | +53.8% | +26.9% |
| All | +53.2% | -0.5% | +53.7% | +26.9% |
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