+2,259.3%
HALO vs WST
+5,601.8%
-3,342.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | -3.2% | +4.2% | -7.5% | -5.2% |
| 30D | -14.2% | +11.2% | -25.4% | -18.5% |
| 3M | -0.4% | +20.4% | -20.8% | -9.1% |
| 6M | +43.2% | +37.9% | +5.3% | +22.1% |
| YTD | +49.0% | +51.8% | -2.8% | +19.2% |
| 1Y | +40.8% | +56.6% | -15.8% | +10.7% |
| 3Y | +167.4% | +24.2% | +143.2% | +103.1% |
| 5Y | +157.4% | +0.7% | +156.7% | +106.7% |
| 10Y | +697.1% | +456.3% | +240.8% | +87.8% |
| All | +2,259.3% | +5,601.8% | -3,342.5% | +86.5% |
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