+12.9%
HAS vs WST
-25.7%
+38.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | +2.3% | -3.1% | +5.4% | +2.8% |
| 3M | +10.4% | +7.2% | +3.2% | +8.9% |
| 6M | -3.2% | +36.8% | -40.0% | -8.6% |
| YTD | +15.4% | +23.8% | -8.4% | +10.7% |
| 1Y | +18.8% | +37.8% | -19.0% | +11.7% |
| 3Y | +43.9% | -15.9% | +59.8% | +44.4% |
| All | +12.9% | -25.7% | +38.6% | +9.4% |
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