+2,492.7%
HALO vs WST
+4,552.1%
-2,059.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +4.6% | +0.7% | +3.9% | +4.2% |
| 30D | +31.8% | -3.1% | +35.0% | +33.9% |
| 3M | +53.9% | +7.2% | +46.7% | +48.4% |
| 6M | +57.4% | +36.8% | +20.6% | +33.3% |
| YTD | +63.7% | +23.8% | +39.9% | +44.7% |
| 1Y | +50.1% | +37.8% | +12.4% | +24.7% |
| 3Y | +157.3% | -15.9% | +173.2% | +138.7% |
| 5Y | +161.0% | -25.8% | +186.8% | +145.7% |
| 10Y | +1,018.7% | +319.6% | +699.1% | +206.7% |
| All | +2,492.7% | +4,552.1% | -2,059.4% | +126.4% |
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 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