+625.0%
HALO vs WST
+456.5%
+168.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -3.2% | +4.2% | -7.5% | -4.4% |
| 30D | -14.2% | +11.2% | -25.4% | -16.7% |
| 3M | -0.4% | +20.4% | -20.8% | -5.5% |
| 6M | +43.2% | +37.9% | +5.3% | +30.6% |
| YTD | +49.0% | +51.8% | -2.8% | +31.1% |
| 1Y | +40.8% | +56.6% | -15.8% | +22.7% |
| 3Y | +167.4% | +24.2% | +143.2% | +130.5% |
| 5Y | +157.4% | +0.7% | +156.7% | +135.3% |
| All | +625.0% | +456.5% | +168.5% | +146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling