+101.9%
HAS vs WST
+466.7%
-364.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.9% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +29.6% | +12.9% | +16.7% | +26.1% |
| 3M | +30.3% | +16.7% | +13.6% | +25.8% |
| 6M | +25.6% | +26.8% | -1.2% | +18.8% |
| YTD | +50.8% | +50.5% | +0.3% | +36.8% |
| 1Y | +63.0% | +52.9% | +10.1% | +47.2% |
| 3Y | +211.6% | +23.9% | +187.7% | +176.8% |
| 5Y | +50.4% | +1.0% | +49.4% | +38.6% |
| 10Y | +101.9% | +451.4% | -349.5% | +7.1% |
| All | +101.9% | +466.7% | -364.9% | +7.1% |
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