+48.6%
HAS vs WST
-0.1%
+48.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | -0.2% | -3.1% | +3.0% | +0.4% |
| 30D | +31.0% | +9.1% | +21.9% | +29.0% |
| 3M | +30.7% | +14.7% | +16.0% | +27.5% |
| 6M | +23.9% | +28.0% | -4.1% | +18.4% |
| YTD | +48.3% | +45.6% | +2.7% | +38.2% |
| 1Y | +60.2% | +45.7% | +14.6% | +49.2% |
| 3Y | +189.2% | +21.1% | +168.1% | +163.8% |
| All | +48.6% | -0.1% | +48.7% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling