+874.5%
HALO vs WST
+341.6%
+532.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | +4.3% | -2.0% | +6.3% | +4.8% |
| 3M | +51.8% | +4.1% | +47.7% | +49.9% |
| 6M | +57.8% | +47.4% | +10.4% | +40.3% |
| YTD | +59.0% | +25.4% | +33.6% | +47.6% |
| 1Y | +41.2% | +35.3% | +5.9% | +27.6% |
| 3Y | +177.8% | -11.7% | +189.5% | +166.9% |
| 5Y | +159.5% | -24.0% | +183.5% | +159.8% |
| All | +874.5% | +341.6% | +532.9% | +326.0% |
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