+213.4%
HAS vs WST
+24.3%
+189.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | +1.4% | +4.2% | -2.8% | +1.0% |
| 30D | +26.3% | +11.2% | +15.1% | +25.0% |
| 3M | +25.6% | +20.4% | +5.2% | +23.4% |
| 6M | +30.3% | +37.9% | -7.6% | +26.3% |
| YTD | +50.4% | +51.8% | -1.4% | +44.4% |
| 1Y | +57.7% | +56.6% | +1.1% | +51.1% |
| 3Y | +213.4% | +24.2% | +189.2% | +180.3% |
| All | +213.4% | +24.3% | +189.0% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling