+104.2%
HAS vs WST
+452.5%
-348.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | +30.9% | +12.3% | +18.6% | +27.6% |
| 3M | +28.8% | +17.5% | +11.3% | +24.1% |
| 6M | +32.3% | +28.2% | +4.2% | +24.9% |
| YTD | +54.7% | +50.4% | +4.3% | +40.3% |
| 1Y | +63.2% | +49.3% | +13.9% | +48.2% |
| 3Y | +220.7% | +21.8% | +198.9% | +186.5% |
| 5Y | +53.3% | +0.3% | +53.0% | +41.6% |
| 10Y | +104.2% | +451.2% | -346.9% | +7.9% |
| All | +104.2% | +452.5% | -348.3% | +7.9% |
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 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